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- John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
- Operations Research
- 1995

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstoLorg/aboutiterms.html. JSTOR's Terms and Conditions ofDse provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in… (More)

- Yair Censor, Alfredo N. Iusem, Stavros A. Zenios
- Math. Program.
- 1998

- Søren S. Nielsen, Stavros A. Zenios
- Math. Program.
- 1996

Single Premium Deferred Annuities (SPDAs) are investment vehicles, o ered to investors by insurance companies as a means of providing income past their retirement age. They are mirror images of insurance policies. However, the propensity of individuals to shift part, or all, of their investment into di erent annuities creates substantial uncertainties for… (More)

- Elizabeth R. Jessup, Dafeng Yang, Stavros A. Zenios
- SIAM Journal on Optimization
- 1994

- Søren S. Nielsen, Stavros A. Zenios
- Parallel Computing
- 1997

We develop a scalable parallel implementation of the classical Benders decomposition algorithm for two-stage stochastic linear programs. Using a primal-dual, path-following algorithm for solving the scenario subproblems we develop a parallel implementation that alleviates the diiculties of load balancing. Furthermore, the dual and primal step calculations… (More)

- Søren S. Nielsen, Stavros A. Zenios
- Comp. Opt. and Appl.
- 1993

- Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios
- Operations Research
- 1994

- Emmanuel D. Chajakis, Stavros A. Zenios
- Parallel Computing
- 1991

We discuss a parallel dual relaxation algorithm for network optimization. Synchronous and asynchronous implementations of the algorithm are developed on a shared memory multiprocessor, the Alliant FX/8_ Alternative designs for parallel computing that tradeoff synchronization delays with computations are proposed. Their performance is analyzed empirically… (More)

- David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios
- ACM Trans. Math. Softw.
- 1987

We describe a specialization of the primal truncated Newton algorithm for solving nonlinear optimization problems on networks with gains. The algorithm and its implementation are able to capitalize on the special structure of the constraints. Extensive computational tests show that the algorithm is capable of solving very large problems. Testing of numerous… (More)

- Søren S. Nielsen, Stavros A. Zenios
- Math. Program.
- 1996

Multi-stage stochastic programs are typically extremely large, and can be prohibitively expensive to solve on the computer. In this paper we develop an algorithm for multistage programs that integrates the primal-dual row-action framework with prox-imal minimization. The algorithm exploits the structure of stochastic programs with network recourse, using a… (More)