Performance of a benchmark implementation of the Van Slyke and Wets algorithm for stochastic programs on the Alliant FX/8
K. A. Ariyawansa · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1991
A benchmark parallel implementation of the Van Slyke and Wets algorithm for stochastic linear programs, and the results of a carefully designed numerical experiment on the Sequent/Balance using the implementation are presented. An important use of this implementation is as a benchmark to assess the performance of approximation algorithms for stochastic linear programs. These approximation algorithms are best suited for implementation on parallel vector processes like the Alliant FX/8. Therefore, the performance of the benchmark implementation on the Alliant FX/8 is of interest. In this paper, we present results observed when a portion of the numerical experiment is performed on the Alliant FX/8. These results indicate that the implementation makes satisfactory use of the concurrency capabilities of the Alliant FX/8. They also indicate that the vectorization capabilities of the Alliant FX/8 are not satisfactorily utilized by the implementation.