Product detail

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

KLIMEŠ, L.

Product type

software

Abstract

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.

Keywords

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

Create date

15. 10. 2010

Location

http://ottp.fme.vutbr.cz/vysledkyvyzkumu/

Possibilities of use

Využití výsledku jiným subjektem je možné bez nabytí licence (výsledek není licencován)

Licence fee

Poskytovatel licence na výsledek nepožaduje licenční poplatek

www

http://ottp.fme.vutbr.cz/vysledkyvyzkumu/parpha.zip