Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
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DOI：
10.1016/j.ejor.2013.04.017
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发表时间：
2013-10
期刊：
影响因子：
--
通讯作者：
Christian Wolf;Achim Koberstein
中科院分区：
文献类型：
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作者：
Christian Wolf;Achim Koberstein
采用嵌套L型方法求解第一阶段变量为整数的两阶段和多阶段有资源的线性随机规划。在本文中，我们提出并评估了切割固结技术和动态排序协议来加速求解过程。此外，我们还给出了该算法的并行实现，该算法是在Coin-OR框架内开发的。我们在51个两阶段问题和42个多阶段问题的测试集上表明，这两种技术在计算时间上都有显著的加速。
The nested L-shaped method is used to solve two- and multi-stage linear stochastic programs with recourse, which can have integer variables on the first stage. In this paper we present and evaluate a cut consolidation technique and a dynamic sequencing protocol to accelerate the solution process. Furthermore, we present a parallelized implementation of the algorithm, which is developed within the COIN-OR framework. We show on a test set of 51 two-stage and 42 multi-stage problems, that both of the developed techniques lead to significant speed ups in computation time.