Product detail

Parallel Implementation of Two-Stage Progressive Hedging Algorithm for Solving Engineering Problems

KLIMEŠ, L.

English title

Parallel Implementation of Two-Stage Progressive Hedging Algorithm for Solving Engineering Problems

Type

Software

Language

en

Original abstract

This software is the parallel implementation of the two-stage progressive hedging algorithm that is a decomposition algorithm for solving scenario-based stochastic optimization problems. The scenario subproblems of the original problem are solved by GAMS optimization software and for the parallelism the Message Passing Interface, MPI, is used.

Keywords in English

progressive hedging algorithm, stochastic optimization, parallel computations, decomposition, GAMS, MPI

Create date

2010-10-15

Location

http://ottp.fme.vutbr.cz/vysledkyvyzkumu/

BIBTEX


@misc{BUT71850,
  author="Lubomír {Klimeš}",
  title="Parallel Implementation of Two-Stage Progressive Hedging Algorithm for Solving Engineering Problems",
  year="2010",
  url="http://ottp.fme.vutbr.cz/vysledkyvyzkumu/parpha.zip",
  note="Software"
}