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  • 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)
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  • 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
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
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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  • 246225
http://linked.open...ai/riv/idVysledku
  • RIV/00216305:26210/10:PU88097
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • scenario-based stochastic program, progressive hedging algorithm, object-oriented approach, optimization software GAMS (en)
http://linked.open.../riv/klicoveSlovo
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
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Klimeš, Lubomír
  • Popela, Pavel
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000288144100071
http://linked.open.../riv/zahajeniAkce
number of pages
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
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