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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