A Parallelized Variable Fixing Process for Solving Multistage Stochastic Programs with Progressive Hedging

Algorithm 1

Progressive hedging multistage.

(1)	function ph ,
(2)	Initialize
(3)	fordo
(4)
(5)	end for
(6)
(7)
(8)	for to do
(9)	for to do
(10)
(11)
(12)	end for
(13)
(14)	ifthen
(15)	return
(16)	end if
(17)
(18)
(19)	end if
(20)	return
(21)	end function