On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty

DOI10.1007/s11750-014-0359-3zbMath1327.90146OpenAlexW2078340362MaRDI QIDQ889106

Gloria Pérez, María Merino, Unai Aldasoro, Juan Francisco Monge, Laureano Fernando Escudero Bueno

Publication date: 6 November 2015

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-014-0359-3

zbMATH Keywords

parallel computingstochastic dynamic programmingmultistage stochastic mixed \(0-1\) optimizationmessage-passing interfaceinner and outer parallelization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15) Dynamic programming (90C39) Parallel algorithms in computer science (68W10) Parallel numerical computation (65Y05)

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Uses Software

• CPLEX
• MPI
• SUTIL

Cites Work

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