Publication detail

Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface

KLIMEŠ, L. POPELA, P. MAUDER, T. ŠTĚTINA, J. CHARVÁT, P.

Original Title

Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface

Type

journal article in Web of Science

Language

English

Original Abstract

The paper is concerned with a parallel implementation of the progressive hedging algorithm (PHA) which is applicable for the solution of stochastic optimization problems. We utilized the Message Passing Interface (MPI) and the General Algebraic Modelling System (GAMS) to concurrently solve the scenario-related subproblems in parallel manner. The standalone application combining the PHA, MPI, and GAMS was programmed in C++. The created software was successfully applied to a steel production problem which is considered by means of the two-stage stochastic PDE-constrained program with a random failure. The numerical heat transfer model for the steel production was derived with the use of the control volume method and the phase changes were taken into account with the use of the effective heat capacity. Numerical experiments demonstrate that parallel computing facility has enabled a significant reduction of computational time. The quality of the stochastic solution was evaluated and discussed. The developed system seems computationally effective and sufficiently robust which makes it applicable in other applications as well.

Keywords

stochastic programming; progressive hedging; parallel computing; steel production; heat transfer; phase change

Authors

KLIMEŠ, L.; POPELA, P.; MAUDER, T.; ŠTĚTINA, J.; CHARVÁT, P.

Released

1. 12. 2017

Publisher

Institute of Information Theory and Automation of The Czech Academy of Sciences

Location

Praha

ISBN

0023-5954

Periodical

Kybernetika

Year of study

53

Number

6

State

Czech Republic

Pages from

1047

Pages to

1070

Pages count

24

URL

https://www.kybernetika.cz/content/2017/6/1047

BibTex

@article{BUT143382,
  author="Lubomír {Klimeš} and Pavel {Popela} and Tomáš {Mauder} and Josef {Štětina} and Pavel {Charvát}",
  title="Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface",
  journal="Kybernetika",
  year="2017",
  volume="53",
  number="6",
  pages="1047--1070",
  doi="10.14736/kyb-2017-6-1047",
  issn="0023-5954",
  url="https://www.kybernetika.cz/content/2017/6/1047"
}