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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Vydané v:	Mathematical programming computation Ročník 13; číslo 1; s. 1 - 50
Hlavní autori:	Aravena, Ignacio, Papavasiliou, Anthony
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2021 Springer Nature B.V
Predmet:	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
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