Distributed Computational Framework for Large-Scale Stochastic Convex Optimization

This paper presents a distributed computational framework for stochastic convex optimization problems using the so-called scenario approach. Such a problem arises, for example, in a large-scale network of interconnected linear systems with local and common uncertainties. Due to the large number of r...

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Bibliographic Details

Published in:	Energies
Main Authors:	Vahab Rostampour, Tamás Keviczky
Format:	Article
Language:	English
Published:	MDPI AG 2020-12-01
Subjects:	stochastic optimization scenario convex program distributed computation distributed stochastic systems distributed scenario program decentralized scenario program
Online Access:	https://www.mdpi.com/1996-1073/14/1/23