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DTSTAMP:20181221T160731Z
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:Workshop\nParallel Programming Languages, Libraries, and Model
 s, Productivity, Workshop Reg Pass\n\nDistributed L-Shaped Algorithms in J
 ulia\n\nBiel, Johansson\n\nWe present L-Shaped Solvers, a suite of scalabl
 e stochastic programming solvers implemented in the Julia programming lang
 uage. The solvers, which are based on the L-shaped algorithm, run efficien
 tly in parallel, exploit problem structure, and operate on distributed dat
 a. The implementation introduces several flexible high-level abstractions 
 that result in a modular design and simplify the development of algorithm 
 variants. In addition, we demonstrate how the abstractions available in th
 e Julia module for distributed computing are exploited to simplify the imp
 lementation of the parallel algorithms. The performance of the solvers is 
 evaluated on large-scale problems for finding optimal orders on the Nordic
  day-ahead electricity market. With 16 worker cores, the fastest algorithm
  solves a distributed problem with 2.5 million variables and 1.5 million l
 inear constraints about 19 times faster than Gurobi is able to solve the e
 xtended form directly.
URL:https://sc18.supercomputing.org/presentation/?id=ws_pawatm113&sess=ses
 s144
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