mpi-sppy

Getting Started

  • Quick Start
  • Install mpi4py

Building Your Model File

  • Overview
  • scenario_creator function
  • Speed-up
  • Helper Functions in the Model File

Running with generic_cylinders

  • generic_cylinders.py
  • Examples
  • Solving the Extensive Form

Algorithms and Cylinders

  • Overview
  • Hubs
  • Spokes
  • Extensions
  • Distributed Subproblem Presolve
  • variable_probability
  • Rho Setting

Solutions and Confidence Intervals

  • Output Solutions
  • Programmatic Access to Solutions
  • MMW confidence intervals:
  • zhat and Background for Confidence Intervals
  • Sequential sampling

Advanced Topics

  • Proper Bundles
  • Pickling Scenarios and Bundles
  • Jensen’s Bound as potential starting bound
  • Per-scenario-feasible candidate xhat
  • Supplying an Initial Xhat from a File
  • SMPS Format Support
  • AML Agnosticism
  • ADMM with generic_cylinders
  • AdmmWrapper
  • StochAdmmWrapper
  • APH
  • Running without MPI and mpi4py
  • Secret Menu Items
  • PySP Conversion (Legacy)

For Developers and Contributors

  • Writing Custom Drivers (Advanced)
  • Internals
  • Buffer Sanity Inspector
  • Notes for Code Contributors
  • Amalgamator (Internal/Advanced)
  • Code Coverage

References

  • APIs
  • References
  • Gradient-based Rho
  • W-based Rho
mpi-sppy
  • Overview: module code

All modules for which code is available

  • distr
  • distr_data
  • mpisppy.opt.ef
  • mpisppy.opt.lshaped
  • mpisppy.opt.ph
  • mpisppy.phbase
  • mpisppy.scenario_tree
  • mpisppy.spbase
  • mpisppy.utils.pysp_model.pysp_model
  • mpisppy.utils.sputils
  • stoch_distr

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