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

Table 7

Effects of and allocated time for the forest P75.

Forest		Time (min)		Iterations			Value	Improvement (%)
P75	2000	15	20	1	10	0.9	58,202,734	—
			40	19	10	0.9	59,007,403	1.4
			50	55	10	0.9	T	NA
			60	57	10	0.9	T	NA
			70	70	10	0.9	T	NA
		30	20	1	10	0.9	58,272,824	—
			40	19	10	0.9	59,106,277	1.4
			50	55	10	0.9	59,387,884	1.9
			60	57	10	0.9	59,324,544	1.8
			70	70	10	0.9	59,337,782	1.8
		45	20	1	10	0.9	58,297,317	—
			40	19	10	0.9	59,131,601	1.4
			50	55	10	0.9	59,394,942	1.9
			60	57	10	0.9	59,336,592	1.8
			70	70	10	0.9	59,354,249	1.8
		60	20	1	10	0.9	58,310,384	—
			40	19	10	0.9	59,248,444	1.6
			50	55	10	0.9	59,395,816	1.9
			60	57	10	0.9	59,339,145	1.8
			70	70	10	0.9	59,354,525	1.8

T: termination because run out of time iterating; NA: not applicable; : penalty factor; : percentage of variables fixed; : cascading factor; : initial slamming factor.