Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation
Abstract
We recently proposed scenario decomposition algorithm for stochastic 01 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 01 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.
 Authors:

 Georgia Inst. of Technology, Atlanta, GA (United States)
 Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
 Publication Date:
 Research Org.:
 Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
 Sponsoring Org.:
 USDOE
 OSTI Identifier:
 1321429
 Report Number(s):
 LLNLJRNL678424
 Grant/Contract Number:
 AC5207NA27344; N000141512078
 Resource Type:
 Accepted Manuscript
 Journal Name:
 Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2016 IEEE International
 Additional Journal Information:
 Journal Name: Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2016 IEEE International; Conference: 2016 International Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2327 May 2016
 Publisher:
 IEEE
 Country of Publication:
 United States
 Language:
 English
 Subject:
 97 MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
Citation Formats
Ryan, Kevin, Rajan, Deepak, and Ahmed, Shabbir. Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation. United States: N. p., 2016.
Web. doi:10.1109/IPDPSW.2016.119.
Ryan, Kevin, Rajan, Deepak, & Ahmed, Shabbir. Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation. United States. doi:10.1109/IPDPSW.2016.119.
Ryan, Kevin, Rajan, Deepak, and Ahmed, Shabbir. Sun .
"Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation". United States. doi:10.1109/IPDPSW.2016.119. https://www.osti.gov/servlets/purl/1321429.
@article{osti_1321429,
title = {Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation},
author = {Ryan, Kevin and Rajan, Deepak and Ahmed, Shabbir},
abstractNote = {We recently proposed scenario decomposition algorithm for stochastic 01 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 01 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.},
doi = {10.1109/IPDPSW.2016.119},
journal = {Parallel and Distributed Processing Symposium (IPDPS) Workshops, 2016 IEEE International},
number = ,
volume = ,
place = {United States},
year = {2016},
month = {5}
}
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