Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F17%3APU126115" target="_blank" >RIV/00216305:26210/17:PU126115 - isvavai.cz</a>
Result on the web
<a href="https://www.kybernetika.cz/content/2017/6/1047" target="_blank" >https://www.kybernetika.cz/content/2017/6/1047</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2017-6-1047" target="_blank" >10.14736/kyb-2017-6-1047</a>

Result language
angličtina
Original language name
Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface
Original language description
The paper is concerned with a parallel implementation of the progressive hedging algorithm (PHA) which is applicable for the solution of stochastic optimization problems. We utilized the Message Passing Interface (MPI) and the General Algebraic Modelling System (GAMS) to concurrently solve the scenario-related subproblems in parallel manner. The standalone application combining the PHA, MPI, and GAMS was programmed in C++. The created software was successfully applied to a steel production problem which is considered by means of the two-stage stochastic PDE-constrained program with a random failure. The numerical heat transfer model for the steel production was derived with the use of the control volume method and the phase changes were taken into account with the use of the effective heat capacity. Numerical experiments demonstrate that parallel computing facility has enabled a significant reduction of computational time. The quality of the stochastic solution was evaluated and discussed. The developed system seems computationally effective and sufficiently robust which makes it applicable in other applications as well.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
20303 - Thermodynamics

Project
<a href="/en/project/GA15-11977S" target="_blank" >GA15-11977S: An adaptive front tracking method for parallel computing of phase change problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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