Research Article

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

Algorithm 3

PH variable fixing.
(1)function PHVF
(2)  fixed nodes = fixVaribles()
(3)  if problem small enough then
(4)   Solve reduced extensive form.
(5)  else
(6)   for in fixed nodes which successor are not fixed do
(7)    for mdo
(8)     PHVF
(9)    end for
(10)   end for
(11)  end if
(12)  return
(13)end function