About: An Implementation of Progressive Hedging Algorithm for Engineering Problems

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The purpose of the paper is to introduce an original parallel implementation of the decomposition algorithm for large-scale engineeering decision making problems involving uncertain parameters. Reference to these problems in mechanical and civil engineering are included. Specifically, a mathematical programming approach is chosen to model decisions. The uncertain parameters are modeled by random elements with discrete probability distributions. Therefore, the suitable models are scenario-based stochastic programs that may have several stages. Among the decomposition algorithms, we have chosen a progressive hedging algorithm (PHA) that is suitable also for the common case in engineering when nonlinear programs are related to scenarios. The algorithm is described in the form that is suitable for an object-oriented implementation and further implemented within the object-oriented framework for parallel computations. However, the inner parts of the implementation allows to use various solvers for the scen The purpose of the paper is to introduce an original parallel implementation of the decomposition algorithm for large-scale engineeering decision making problems involving uncertain parameters. Reference to these problems in mechanical and civil engineering are included. Specifically, a mathematical programming approach is chosen to model decisions. The uncertain parameters are modeled by random elements with discrete probability distributions. Therefore, the suitable models are scenario-based stochastic programs that may have several stages. Among the decomposition algorithms, we have chosen a progressive hedging algorithm (PHA) that is suitable also for the common case in engineering when nonlinear programs are related to scenarios. The algorithm is described in the form that is suitable for an object-oriented implementation and further implemented within the object-oriented framework for parallel computations. However, the inner parts of the implementation allows to use various solvers for the scen (en)
Title	An Implementation of Progressive Hedging Algorithm for Engineering Problems An Implementation of Progressive Hedging Algorithm for Engineering Problems (en)
skos:prefLabel	An Implementation of Progressive Hedging Algorithm for Engineering Problems An Implementation of Progressive Hedging Algorithm for Engineering Problems (en)
skos:notation	RIV/00216305:26210/10:PU88097!RIV11-GA0-26210___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(1M06047), P(GA103/08/1658), P(GA106/08/0606), P(GA106/09/0940), S
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Popela, Pavel Klimeš, Lubomír
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoké učení technické v Brně / Fakulta strojního inženýrství
http://linked.open...dnocenehoVysledku	246225
http://linked.open...ai/riv/idVysledku	RIV/00216305:26210/10:PU88097
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	scenario-based stochastic program, progressive hedging algorithm, object-oriented approach, optimization software GAMS (en)
http://linked.open.../riv/klicoveSlovo	progressive hedging algorithm scenario-based stochastic program object-oriented approach optimization software GAMS
http://linked.open...ontrolniKodProRIV	[F3A068E62B6B]
http://linked.open...v/mistoKonaniAkce	Brno University of Technology
http://linked.open...i/riv/mistoVydani	Brno
http://linked.open...i/riv/nazevZdroje	MENDEL 2010 - 16th International Conference on Soft Computing
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Research Center for Quality and Reliability of Production Modelling of heat and mass transfer in large systems of massive metal materials during solidification Numerical & stochastic model of the concast steel blanks of rectangular profile Advanced optimum design of composed concrete structures
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Klimeš, Lubomír Popela, Pavel
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open...ain/vavai/riv/wos	000288144100071
http://linked.open.../riv/zahajeniAkce	2010-06-23 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoké učení technické v Brně
https://schema.org/isbn	978-80-214-4120-0
http://localhost/t...ganizacniJednotka	26210
is http://linked.open...avai/riv/vysledek of	An Implementation of Progressive Hedging Algorithm for Engineering Problems

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