On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty

DOI10.1007/s11750-014-0359-3zbMath1327.90146OpenAlexW2078340362MaRDI QIDQ889106

Gloria Pérez, María Merino, Unai Aldasoro, Juan Francisco Monge, Laureano Fernando Escudero Bueno

Publication date: 6 November 2015

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-014-0359-3

zbMATH Keywords

parallel computingstochastic dynamic programmingmultistage stochastic mixed \(0-1\) optimizationmessage-passing interfaceinner and outer parallelization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15) Dynamic programming (90C39) Parallel algorithms in computer science (68W10) Parallel numerical computation (65Y05)

Related Items (8)

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization ⋮ Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty ⋮ Parallel computational optimization in operations research: a new integrative framework, literature review and research directions ⋮ On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty ⋮ On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management ⋮ A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems ⋮ Risk management for forestry planning under uncertainty in demand and prices ⋮ On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty

Uses Software

• CPLEX
• MPI
• SUTIL

Cites Work

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