COMPUTATIONAL GRIDS TO SOLVE LARGE SCALE OPTIMIZATION PROBLEMS WITH UNCERTAIN DATA
DOI:
https://doi.org/10.47839/ijc.1.1.78Keywords:
Large-Scale Optimization Problems, Two-Stage Stochastic models, Grid Computation, CondorAbstract
In this paper we discuss the use computational grids to solve stochastic optimization problems. These problems are generally difficult to solve and are often characterized by a high number of variables and constraints. Furthermore, for some applications it is required to achieve a real-time solution. Obtaining reasonable results is a difficult objective without the use of high performance computing. Here we present a grid-enabled path-following algorithm and we discuss some experimental results.References
P. Beraldi, L. Grandinetti, R. Musmanno, and C. Triki, Parallel algorithms to solve stochastic linear programs with robustness constraints. Parallel Computing, 26:1889—1908, 2000.
S. W. Bova et alt. Dual level parallel analysis of harbor wave response using MPI and OpenMP. The International Journal of High Performance Computing, 14(1):384—392, 2000.
Condor Team. Condor Version 6.1.15 Manual. University of Wisconsin, 2000.
Message Passing Interface Forum, MPI2: Extentions to the Message Passing Interface, 1997.
D. Homes. A collection af stochastic programming problems. Rapporto tecnico 91 11, Department of Industrial and Operations Engineering, University of Michigan, 1994.
S. Zenios and Y. Censor. Parallel Optimization: Theory, Algorithms and Application. Oxford University Press, 1997.
Q. Chen, M. C. Ferris, and J. T. Linderoth. FATCOP 2.0: Advanced Features in an Opportunistic Mixed Integer Programming Solver. Technical Report, Computer Science Department, University of Wisconsin, 1999 (to appear on Annals of Operations Research).
The Globus Project. The Globus Toolkit 1.1.3 System Administration Guide. Available on the web from: http://www.globus.org/toolkit/documentation/, 2000.
M. Livny. Personal Condor – Your Window to the Computational Grid. Proceedings of the Advanced Research Workshop on High Performance Computing, Cetraro, Italy, June 2000.
A. Geist, A. Beguelin, J. Dongarra, W. Jiang, R. Manchek, and V. Sunderam. PVM: Parallel Virtual Machine, A users’ guide and tutorial for networked parallel computing, The MIT Press, 1994.
J.P. Goux, J. T. Linderoth, and M. Yoder. Metacomputing and the MasterWorker Paradigm. Preprint ANL/MCSP7920200, Mathematics and Computer Science Division, Argonne National Laboratory. Available on the web from http://www.mcs.anl.gov/metaneos/publications, 2000.
Downloads
Published
How to Cite
Issue
Section
License
International Journal of Computing is an open access journal. Authors who publish with this journal agree to the following terms:• Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
• Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
• Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.