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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

20303 - Thermodynamics

Projekt

<a href="/cs/project/GA15-11977S" target="_blank" >GA15-11977S: Adaptivní front tracking metoda pro paralelní řešení problémů se změnou fáze</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Kybernetika

ISSN

0023-5954

e-ISSN

1805-949X

Svazek periodika

53

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

24

Strana od-do

1047-1070

Kód UT WoS článku

000424732300006

EID výsledku v databázi Scopus

2-s2.0-85040713081