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Title: Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

Journal Article · · Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2016 IEEE International
 [1];  [2];  [1]
  1. Georgia Inst. of Technology, Atlanta, GA (United States)
  2. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
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We recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 0-1 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.

Research Organization:
Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE
Grant/Contract Number:
AC52-07NA27344; N00014-15-1-2078
OSTI ID:
1321429
Report Number(s):
LLNL-JRNL-678424
Journal Information:
Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2016 IEEE International, Conference: 2016 International Parallel and Distributed Processing Symposium (IPDPS) Workshops, 23-27 May 2016
Publisher:
IEEECopyright Statement
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 12 works
Citation information provided by
Web of Science

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Related Subjects

97 MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE