An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization

DOI10.1016/j.cor.2013.06.015zbMath1348.90497OpenAlexW2003553510MaRDI QIDQ336664

Unai Aldasoro, Gloria Pérez, María Merino, Laureano Fernando Escudero Bueno

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2013.06.015

zbMATH Keywords

multistage stochastic mixed 0-1 optimizationbranch-and-fix coordinationbreak stage scenario clusteringMPI threadsouter and inner parallelization

Mathematics Subject Classification ID

Integer programming (90C10) Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items

A parallelised distributed implementation of a branch and fix coordination algorithm, On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs, Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization, Cluster Lagrangean decomposition in multistage stochastic optimization, On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty, Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs, A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems, Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic

Uses Software

• CPLEX
• COIN-OR
• MPI
• SUTIL

Cites Work

• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
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• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
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• Introduction to Stochastic Programming
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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