Report
English

A Planning Model with one Million Scenarios Solved on an Affordable Parallel Machine

Collection
  • Cahiers de recherche; 1998.11
Publication date1998
Abstract

Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision markers can afford. We report here on a deterministic equivalent linear programming model of 1,111,112 constraints and 2,555,556 variables generated by GAMS. It is solved by an interior point based decomposition method in less than 3 hours on a cluster of 10 Linux PC's

Citation (ISO format)
FRAGNIERE, Emmanuel, GONDZIO, Jacek, VIAL, Jean-Philippe. A Planning Model with one Million Scenarios Solved on an Affordable Parallel Machine. 1998
Identifiers
  • PID : unige:5897
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Creation15/04/2010 12:21:05
First validation15/04/2010 12:21:05
Update14/03/2023 15:26:59
Status update14/03/2023 15:26:59
Last indexation29/10/2024 14:25:54
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