Detail aplikovaného výsledku

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

KLIMEŠ, L.

Originální název

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

Anglický název

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

Druh

Software

Abstrakt

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.

Abstrakt aglicky

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.

Klíčová slova

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

Klíčová slova anglicky

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

Umístění

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

Možnosti využití

výsledek využívá pouze poskytovatel

Licenční poplatek

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

www

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