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Asynchronous Lagragian Scenario Decompostion: Source Code

Authors: Aravena Solis, Ignacio Andres; Papavasiliou, Anthony;

Asynchronous Lagragian Scenario Decompostion: Source Code

Abstract

This repository contains the implementation of a parallel asynchronous Lagrangian scenario decomposition algorithm for solving two-stage stochastic mixed-integer problems. The source code is provided as submitted for revision of the paper below by Mathematical Programming Computation. To obtain the most up-to-date version, please visit https://github.com/iaravena/AsyncLSD/. Citation If you find this repository useful in your work, we kindly request that you cite the following paper: @article{AravenaPapavasiliou2020, author = {Ignacio Aravena and Anthony Papavasiliou}, title = {Asynchronous Lagrangian Scenario Decomposition}, journal = {Mathematical Programming Computation}, volume = {}, number = {}, pages = {}, year = {2020}, doi = {10.1007/s12532-020-00185-4}, } Acknowledgement This work was partially funded by the ENGIE Chair on Energy Economics and Energy Risk Management, by the Universite catholique de Louvain through an FSR grant, and by the U.S. Department of Energy through the Lawrence Livermore National Laboratory under contract DE-AC52-07NA27344.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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