Detail produktu

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

KLIMEŠ, L.

Anglický název

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

Typ

Software

Jazyk

en

Originální abstrakt

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.

Klíčová slova anglicky

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

Datum vzniku

2010-10-15

Umístění

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"
}