Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
We present acceleration techniques for the nested L-shaped method. Cut consolidation reduces average solution time by 38% on 48 problems. Dynamic sequencing reduces average solution time by more than 12% on 42 problems. We present a parallelized, COIN-OR based implementation of the algorithm.
cut consolidation nested l-shaped method stochastic programming sequencing protocols