Wednesday, 15:15 - 15:40 h, Room: MA 549

 

Gerardo Perez Valdes
Parallel computational implementation of a branch and fix coordination algorithm

Coauthors: Laureano Escudero, Marte Fødstad, Adela Pages-Bernaus, Gloria Perez, Asgeir Tomasgard

 

Abstract:
Branch and fix coordination is an algorithm designed to solve large scale multi-stage stochastic mixed integer problems, based on the notion that the particular structure of such problems makes it so that they can be broken down into scenario groups with smaller subproblems, solvable almost independently.
With this in mind, it is possible to use parallel computing techniques to solve the subproblems created: each processor solves the subproblems pertaining to a particular cluster, and then the solutions are reported to a master routine.
To satisfy non-anticipativity in the master problem's binary variables, the values of the binary variables in the subproblem solutions are coordinated the entire process.
The treatment of the original problem this way not only makes it faster to solver, but also allows us to solve otherwise intractable instances, where the number of binary variables is too large to be efficiently computed in a single processor.
In this work, we present details and results about our computational implementation of the branch and fix coordination algorithm.

 

Talk 1 of the invited session Wed.3.MA 549
"Stochastic programming in energy" [...]
Cluster 18
"Optimization in energy systems" [...]

 

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