Applied result detail

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

KLIMEŠ, L.

Original Title

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

English Title

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

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.

Abstract in English

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

Key words in English

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

Location

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

Possibilities of use

only the provider uses the result

Licence fee

Use of the result by another entity is possible without acquiring a license (the result is not licensed)

www

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