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

Table 6

Effects of and allocated time for the forest P36.

Forest		Time (min)		Iterations			Value	Improvement (%)
P36	5000	15	20	1	10	0.9	4,468,454	—
			40	22	10	0.9	4,513,717	1.0
			50	41	10	0.9	4,532,819	1.4
			60	51	10	0.9	4,522,013	1.2
			70	60	10	0.9	4,525,669	1.3
		30	20	1	10	0.9	4,570,040	—
			40	22	10	0.9	4,534,327	−0.8
			50	41	10	0.9	4,534,156	−0.8
			60	51	10	0.9	4,523,000	−1.0
			70	60	10	0.9	4,530,669	−0.9
		45	20	1	10	0.9	4,616,899	—
			40	22	10	0.9	4,534,470	−1.8
			50	41	10	0.9	4,534,161	−1.8
			60	51	10	0.9	4,532,251	−1.8
			70	60	10	0.9	4,530,669	−1.9
		60	20	1	10	0.9	4,662,056	–
			40	22	10	0.9	4,534,574	−2.7
			50	41	10	0.9	4,534,219	−2.7
			60	51	10	0.9	4,532,251	−2.8
			70	60	10	0.9	4,530,669	−2.8

: penalty factor; : percentage of variables fixed; : cascading factor; : initial slamming factor.