An Implementation of Progressive Hedging Algorithm for Engineering Problems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F10%3APU88097" target="_blank" >RIV/00216305:26210/10:PU88097 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
An Implementation of Progressive Hedging Algorithm for Engineering Problems
Original language 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 isdescribed 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 solv
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
MENDEL 2010 - 16th International Conference on Soft Computing
ISBN
978-80-214-4120-0
ISSN
—
e-ISSN
—
Number of pages
6
Pages from-to
—
Publisher name
BUT
Place of publication
Brno
Event location
Brno University of Technology
Event date
Jun 23, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000288144100071