A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems

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• 作者：Unai Aldasoro^a ; ^{ualdasoro@bcamath.org} ; Laureano F. Escudero^b ; ^{laureano.escudero@urjc.es} ; Marí ; a Merino ; ¹ ; ^c ; ^{maria.merino@ehu.es} ; Gloria Pé ; rez^c ; ^{gloria.perez@ehu.es}
• 关键词：Multistage stochastic mixed 0&ndash ; 1 Optimization ; Matheuristic ; Branch-and-Fix Coordination ; Break stage scenario clustering ; Parallel computing ; Message-passing interface
• 刊名：European Journal of Operational Research
• 出版年：2017
• 出版时间：16 April 2017
• 年：2017
• 卷：258
• 期：2
• 页码：590-606
• 全文大小：1567 K
• 卷排序：258

文摘

New parallel matheuristic approach for solving stochastic large-scale mixed 0–1 optimization problems. Solving problems with much less time and memory than a commercial MIP solver, if it can solve it. Inner and Outer parallelization versions of a strongly different spin-off of the exact Branch-and-Fix Coordination algorithm. Message-Passing Interface (MPI) for solving synchronized and non-synchronized stage related MIP subproblems. Computational comparison with Stochastic Dynamic Programming algorithm.