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

<div>Scenario tree of the problem for proof of the PH with direct variable fixation failure when there is uncertainty in the volumes. Standard representation (a) and detached form representation (b).</div>

Advances in Operations Research

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Figure 5

Figure 5: A Parallelized Variable Fixing Process for Solving Multistage Stochastic Programs with Progressive Hedging 