کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1142322 957141 2013 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On parallelizing dual decomposition in stochastic integer programming
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات گسسته و ترکیبات
پیش نمایش صفحه اول مقاله
On parallelizing dual decomposition in stochastic integer programming
چکیده انگلیسی

For stochastic mixed-integer programs, we revisit the dual decomposition algorithm of Carøe and Schultz from a computational perspective with the aim of its parallelization. We address an important bottleneck of parallel execution by identifying a formulation that permits the parallel solution of the master program by using structure-exploiting interior-point solvers. Our results demonstrate the potential for parallel speedup and the importance of regularization (stabilization) in the dual optimization. Load imbalance is identified as a remaining barrier to parallel scalability.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Operations Research Letters - Volume 41, Issue 3, May 2013, Pages 252–258
نویسندگان
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