A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty

DOI10.1007/S12532-023-00247-3MaRDI QIDQ6062880zbMATH OpenFDO

Authors Bernard Knueven, David Mildebrath, Christopher Muir, John D. Siirola, Jean-Paul Watson, David L. Woodruff

Publication date 2 December 2023

Published in Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S12532-023-00247-3

zbMATH Keywords

decomposition strategiesparallel computingprogressive hedgingstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
• A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
• A note on the selection of Benders' cuts
• Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Efficient Stochastic Programming in Julia
• Introduction to Stochastic Programming
• Modeling with stochastic programming.
• NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• On Mixed-Integer Programming Formulations for the Unit Commitment Problem
• Partitioning procedures for solving mixed-variables programming problems
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
• Pyomo -- optimization modeling in Python
• PySP: modeling and solving stochastic programs in Python
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Selection of an optimal subset of sizes

Cited in

(3)

• Efficient Stochastic Programming in Julia
• Scalable Parallel Nonlinear Optimization with PyNumero and Parapint
• Optimal mitigation and control over power system dynamics for stochastic grid resilience

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