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Stochastic Programming Algorithms
 Klimeš, Lubomír ; Mrázková, Eva (oponent) ; Popela, Pavel (vedoucí práce)
Stochastic programming and optimization are powerful tools for solving a wide variety of engineering problems including uncertainty. The progressive hedging algorithm is an effective decomposition method for solving scenario-based stochastic programmes. Due to the vertical decomposition, this algorithm can be implemented in parallel thereby the computing time and other resources could be considerably spared. The theoretical part of this master's thesis deals with mathematical and especially with stochastic programming. Further, the progressive hedging algorithm is presented and discussed in detail. In the practical part, the original parallel implementation of the progressive hedging algorithm is suggested, fruitfully discussed and tested to simple problems. Furthermore, the presented parallel implementation is used for solving the continuous casting process of steel slabs and the results are appraised.
Úplný záznam
Stochastic Programming Algorithms
 Klimeš, Lubomír ; Mrázková, Eva (oponent) ; Popela, Pavel (vedoucí práce)
Stochastic programming and optimization are powerful tools for solving a wide variety of engineering problems including uncertainty. The progressive hedging algorithm is an effective decomposition method for solving scenario-based stochastic programmes. Due to the vertical decomposition, this algorithm can be implemented in parallel thereby the computing time and other resources could be considerably spared. The theoretical part of this master's thesis deals with mathematical and especially with stochastic programming. Further, the progressive hedging algorithm is presented and discussed in detail. In the practical part, the original parallel implementation of the progressive hedging algorithm is suggested, fruitfully discussed and tested to simple problems. Furthermore, the presented parallel implementation is used for solving the continuous casting process of steel slabs and the results are appraised.
Úplný záznam

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