a parallelised distributed implementation of a branch and fix coordination algorithm：一个并行的分布式实现的一个分支，解决协调算法.pdf

European Journal of Operational Research 244 (2015) 77–85 Contents lists available at ScienceDirect European Journal of Operational Research journal homepage: /locate/ejor Discrete Optimization A parallelised distributed implementation of a Branch and Fix Coordination algorithm Adela Pagès-Bernaus a,∗, Gerardo Pérez-Valdés a,b , Asgeir Tomasgard a a Institute for Industrial Economics and Technology Management, Norwegian University of Science and Technology, Norway b Applied Economics Department, SINTEF Technology and Society, Norway a r t i c l e i n f o a b s t r a c t Article history: Branch and Fix Coordination is an algorithm intended to solve large scale multi-stage stochastic mixed integer Received 7 January 2014 problems, based on the particular structure of such problems, so that they can be broken down into smaller Accepted 3 January 2015 subproblems. With this in mind, it is possible to use distributed computation techniques to solve the several Available online 19 January 2015 subproblems in a parallel way, almost independently. To guarantee non-anticipativity in the global solution, the values of the integer variables in the subproblems are coordinated by a master thread. Scenario ‘clusters’ Keywords: Stochastic mixed-integer problems lend themselves particularly well to parallelisation, allowing us to solve some problems noticeably faster. Branch and fix coordination algorithm Thanks to the decomposition into smaller subproblems, we