Asynchronous Lagrangian scenario decomposition

We present a distributed asynchronous algorithm for solving two-stage stochastic mixed-integer programs (SMIP) using scenario decomposition, aimed at industrial-scale instances of the stochastic unit commitment (SUC) problem. The algorithm is motivated by large differences in run times observed amon...

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Bibliographic Details
Published in:	Mathematical programming computation Vol. 13; no. 1; pp. 1 - 50
Main Authors:	Aravena, Ignacio, Papavasiliou, Anthony
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2021 Springer Nature B.V
Subjects:	Algorithms Computer networks Decomposition Distributed processing Full Length Paper Mathematics Mathematics and Statistics Mathematics of Computing Mixed integer Operations Research/Decision Theory Optimization Run time (computers) Theory of Computation Unit commitment 68W20 90C10 High performance computing Unit commitment 90C06 90C15 68W15 Asynchronous algorithm Stochastic programming
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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