Research Article
A Parallelized Variable Fixing Process for Solving Multistage Stochastic Programs with Progressive Hedging
Algorithm 2
Variable fixation module.
| (1) | function fixVariables | | (2) | stop = False; | | (3) | for to do | | (4) | n: | | (5) | if is fixed OR is root-node then | | (6) | for to number of stands do | | (7) | ifthen | | (8) | Fix to 1 | | (9) | else ifthen | | (10) | Fix to 0 | | (11) | else | | (12) | stop = True | | (13) | end if | | (14) | end for | | (15) | end if | | (16) | if stop is True then | | (17) | break | | (18) | else if n not marked | | (19) | Mark n as fixed | | (20) | end if | | (21) | end for | | (22) | | | (23) | return fixed nodes | | (24) | end function |
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