dc.contributor.author | Aldasoro Marcellan, Unai | |
dc.contributor.author | Garín Martín, María Araceli | |
dc.contributor.author | Merino Maestre, María | |
dc.contributor.author | Pérez Sainz de Rozas, Gloria | |
dc.date.accessioned | 2013-07-22T09:09:02Z | |
dc.date.available | 2013-07-22T09:09:02Z | |
dc.date.issued | 2013-07 | |
dc.identifier.issn | 1134-8984 | |
dc.identifier.uri | http://hdl.handle.net/10810/10416 | |
dc.description.abstract | We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a
nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We
consider a stochastic model in compact representation and MPS format with a known scenario tree.
The cluster submodels are built by storing first the 0-1 the variables, stage by stage, and then the
continuous ones, also stage by stage. A C++ experimental code has been implemented for reordering
the stochastic model as well as the cluster decomposition after the relaxation of the non-anticipativiy
constraints until the so-called breakstage. The computational experience shows better performance
of the stage ordering in terms of elapsed time in a randomly generated testbed of multistage stochastic
mixed integer problems. | es |
dc.description.sponsorship | This research has been partially supported by the projects MTM2012-31514 from the Spanish Ministry of Economy and
Competitiveness, Grupo de Investigación IT-567-13 of the Basque Government, UFI BETS 2011 of the University of Basque Country (UPV/EHU), Spain, and Programa Iberoamericano de Ciencia y Tecnología para el Desarrollo (CYTED 2011). The computational resources were provided by SGI/IZO-SGIker a t UPV/EHU (supported by the Spanish Ministry of Education and Science and the European Social Fund). | es |
dc.language.iso | eng | es |
dc.relation.ispartofseries | Biltoki;2013.02 | |
dc.rights | info:eu-repo/semantics/openAccess | es |
dc.subject | stochastic optimization | es |
dc.subject | scenario cluster partitioning | es |
dc.subject | break stage | es |
dc.subject | C++ | es |
dc.subject | MPS | es |
dc.title | Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage | es |
dc.type | info:eu-repo/semantics/workingPaper | es |
dc.identifier.repec | RePEc:ehu:biltok:10416 | es |
dc.departamentoes | Economía aplicada III (Econometría y Estadística) | es_ES |
dc.departamentoeu | Ekonomia aplikatua III (ekonometria eta estatistika) | es_ES |