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

Table 9

Effects of and allocated time for the forest P100.

Forest		Time (min)		Iterations			Value	Improvement (%)
P100	50000	15	20	1	10	0.95	42,331,212	—
			40	27	10	0.95	T	NA
			50	63	10	0.95	T	NA
			60	69	10	0.95	T	NA
			70	79	10	0.95	T	NA
		30	20	1	10	0.95	42,494,130	—
			40	27	10	0.95	43,307,744	1.9
			50	63	10	0.95	43,298,439	1.9
			60	69	10	0.95	N	NA
			70	79	10	0.95	43,288,841	1.9
		45	20	1	10	0.95	42,819,969	—
			40	27	10	0.95	43,309,455	1.1
			50	63	10	0.95	43,299,189	1.1
			60	69	10	0.95	N	NA
			70	79	10	0.95	43,290,127	1.1
		60	20	1	10	0.95	42,931,057	—
			40	27	10	0.95	43,309,402	0.9
			50	63	10	0.95	43,299,759	0.9
			60	69	10	0.95	N	NA
			70	79	10	0.95	43,290,127	0.8

T: termination because run out of time iterating; N: terminated because could not find feasible solution; NA: not applicable, : penalty factor; : percentage of variables fixed; : cascading factor; : initial slamming factor.