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

Table 5

Effects of and allocated time for the forest P34.

Forest		Time (min)		Iterations			Value	Improvement (%)
P34	10000	15	20	1	10	0.95	1,333,129	—
			40	1	10	0.95	1,332,692	−0.0
			50	6	10	0.95	N	NA
			60	9	10	0.95	N	NA
			70	18	10	0.95	1,347,152	1.1
		30	20	1	10	0.95	1,344,498	—
			40	1	10	0.95	1,344,260	−0.0
			50	6	10	0.95	N	NA
			60	9	10	0.95	N	NA
			70	18	10	0.95	1,347,491	0.2
		45	20	1	10	0.95	1,345,620	—
			40	1	10	0.95	1,345,761	0.0
			50	6	10	0.95	N	NA
			60	9	10	0.95	N	NA
			70	18	10	0.95	1,347,555	0.1
		60	20	1	10	0.95	1,346,799	—
			40	1	10	0.95	1,346,489	−0.0
			50	6	10	0.95	1,343,802	−0.2
			60	9	10	0.95	N	NA
			70	18	10	0.95	1,347,759	0.1

N: terminated because could not find feasible solution; NA: not applicable; : penalty factor; : percentage of variables fixed; : cascading factor; : initial slamming factor.