mpi-sppy

Support for solving multi-stage stochastic programs based on a scenario discretization of the uncertainty. For parallelization, MPI is used.

• Quick Start
  • Verify installation
  • Pyomo Users who want to add stochastics
  • PySP Users
  • Researchers who want to compare with mpi-sppy
• Install mpi4py
  • no MPI?
  • AN IMPORTANT NOTE FOR MPICH USERS ON HPC PLATFORMS
• Overview
  • Roles
  • Basics
  • Cylinders
  • Solver threads
• scenario_creator function
  • Scenario Tree Information
  • Examples
  • Scenario Probability
  • EF Supplement List
  • Multi-stage
• Speed-up
• generic_cylinders.py
  • Pickled Scenarios
• Drivers
  • Starting with Examples
  • Extending Examples
  • Not Using Examples Utilities
  • A Note about Options
  • Contrasting _mpisppy_node_list and all_node_names
• Examples
  • Tutorial: Farmer Example
  • aircond
  • hydro
  • netdes
  • sslp
  • UC
  • sizes
• Hubs
  • PH
  • lshaped
  • cross_scen_hub
  • APH
  • Hub Convergers
• Spokes
  • Outer Bound
  • Inner Bounds
  • General
• Output Solutions
  • EF (and Mid-level)
  • WheelSpinner
  • xhat for Confidence Intervals
  • Customized Writer Function
  • Amalgamator
• Programmatic Access to Solutions
  • EF
  • WheelSpinner
• Extensions
  • Multiple Extensions
  • PH extensions
• Distributed Subproblem Presolve
• variable_probability
  • Objective function considerations
  • zero-probability variables
• APH
  • Options
  • x-hat
  • Convergence Metric
  • Dispatch
  • farmer
  • A Peek Under the Hood
• zhat and Background for Confidence Intervals
  • xhat
  • zhat4xhat
  • seedoffset
• MMW confidence interval:
  • Finding a candidate solution
  • Evaluating a candidate solution
  • Computing a confidence interval
  • Examples
  • Using stand-alone mmw_conf.py
• Sequential sampling
  • Examples
• EF Directly
  • Preferred method: mpisppy.opt.ef.ExtensiveForm
  • Other method: mpisppy.utils.sputils.create_EF
• Running without MPI and mpi4py
• Secret Menu Items
  • display_timing
  • initial_proximal_cut_count
  • subgradient_while_waiting
• Proper Bundles
  • Modules
  • Multistage and notes
• Gradient-based rho
  • compute_grad
  • find_grad_rho
  • grad_cost_and_rho
• W-based rho
• AdmmWrapper
  • Usage
  • Distribution example
• StochAdmmWrapper
  • Usage
  • Stochastic distribution example
• Helper functions in the model file
  • kw_creator()
  • scenario_names_creator()
  • inparser_adder()
• Notes for Code Contributors
  • Tests
  • import mpi
• Internals
  • nonant_vardata_list
  • nonant_indices
• Amalgamator
  • The Amalgamator class
  • Notes about inparser_adder
  • Amalgamator with EF
  • Examples
• PySP conversion
  • Details
• APIs
  • High-level
  • Mid-level
  • Low Level
• References

Indices and Tables

• Index

• Module Index

• Search Page