distributed memory algorithm

PIPS-SBB: A parallel distributed-memory branch-and-bound algorithm for stochastic mixed-integer programs

  • Lluís-Miquel Munguía
  • Deepak Rajan
  • Geoffrey Oxberry
    • Categories (Mixed) Integer Linear Programming, Parallel Algorithms, Stochastic Programming Tags , ,

    Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. To overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels … Read more

    Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

  • Shabbir Ahmed
  • Deepak Rajan
  • Kevin Ryan
    • Categories Parallel Algorithms, Stochastic Programming Tags , ,

    A recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In this work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous … Read more