en
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
510views
0downloads

Technical informations

Creation04/15/2010 12:21:05 PM
First validation04/15/2010 12:21:05 PM
Update time03/14/2023 3:26:59 PM
Status update03/14/2023 3:26:59 PM
Last indexation01/15/2024 7:45:42 PM
All rights reserved by Archive ouverte UNIGE and the University of GenevaunigeBlack