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

Table 8

Effects of and allocated time for the forest P83.

Forest		Time (min)		Iterations			Value	Improvement (%)
P83	2000	15	20	1	10	0.9	57,970,162	—
			40	14	10	0.9	58,558,170	1.0
			50	30	10	0.9	58,516,976	0.9
			60	32	10	0.9	58,559,069	1.0
			70	34	10	0.9	58,592,562	1.1
		30	20	1	10	0.9	58,305,853	—
			40	14	10	0.9	58,891,381	1.0
			50	30	10	0.9	58,833,317	0.9
			60	32	10	0.9	58,733,563	0.7
			70	34	10	0.9	58,661,347	0.6
		45	20	1	10	0.9	59,052,205	—
			40	14	10	0.9	58,898,935	−0.3
			50	30	10	0.9	58,834,898	−0.4
			60	32	10	0.9	58,733,746	−0.5
			70	34	10	0.9	58,661,964	−0.7
		60	20	1	10	0.9	59,052,215	—
			40	14	10	0.9	58,904,481	−0.3
			50	30	10	0.9	58,835,134	−0.4
			60	32	10	0.9	58,733,734	−0.5
			70	34	10	0.9	58,661,851	−0.7

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