26th European Conference on Operational Research - EURO 2013, Rome (Italy). 01-04 julio 2013
Summary:
This work presents a decomposition method for the parallel solution of linear stochastic problems. It is based on Benders decomposition and formulates subproblems for each scenario, leading to subproblems as independent as possible. Several variants are discussed, concerning subproblem formulation and the information exchange pattern, and their impact on performance is analysed. A hydrothermal coordination model of realistic size is solved using these methods, and the numerical results shown help in assessing the previous discussion.
Publication date: July 2013.
Citation:
Latorre, J.M., Parallel solution of linear stochastic problems through decomposition, 26th European Conference on Operational Research - EURO 2013, Rome (Italy). 01-04 July 2013.
IIT-13-083_abstract
