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DTSTART:19700308T020000
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DTSTAMP:20260522T150125Z
LOCATION:D168
DTSTART;TZID=America/Chicago:20181116T111500
DTEND;TZID=America/Chicago:20181116T113000
UID:submissions.supercomputing.org_SC18_sess144_ws_pawatm113@linklings.com
SUMMARY:Distributed L-Shaped Algorithms in Julia
DESCRIPTION:Martin Biel and Mikael Johansson (KTH Royal Institute of Techn
 ology)\n\nWe present L-Shaped Solvers, a suite of scalable stochastic prog
 ramming solvers implemented in the Julia programming language. The solvers
 , which are based on the L-shaped algorithm, run efficiently in parallel, 
 exploit problem structure, and operate on distributed data. The implementa
 tion introduces several flexible high-level abstractions that result in a 
 modular design and simplify the development of algorithm variants. In addi
 tion, we demonstrate how the abstractions available in the Julia module fo
 r distributed computing are exploited to simplify the implementation of th
 e parallel algorithms. The performance of the solvers is evaluated on larg
 e-scale problems for finding optimal orders on the Nordic day-ahead electr
 icity market. With 16 worker cores, the fastest algorithm solves a distrib
 uted problem with 2.5 million variables and 1.5 million linear constraints
  about 19 times faster than Gurobi is able to solve the extended form dire
 ctly.\n\nTag: Parallel Programming Languages, Libraries, and Models, Produ
 ctivity\n\nRegistration Category: Workshop Reg Pass\n\n
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