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Examples

Here we give some examples for running DSP with the executable file. The examples are given with --algo dd (i.e., using the dual decomposition), but can be easily modified to use the other algorithms (e.g., bd, dw) with argument --algo.

Example: Wasserstein DRO

This example solves the distributionall robust optimization (DRO) of farmer example, where the Wasserstein ambiguity set is of order 2 with the size 0.1.

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./bin/runDsp --algo drdd \
             --smps ../examples/farmer \
             --wassnorm 2.0 \
             --wasseps 0.1 \
             --soln mysoln \
             --param myparam.txt

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mpiexec -np 3 ./bin/runDsp --algo drdd \
                           --smps ../examples/farmer \
                           --wassnorm 2.0 \
                           --wasseps 0.1 \
                           --soln mysoln \
                           --param myparam.txt

Example: Stochastic MIQCP

This examples solves the two-stage stochastic mixed-integer quadratically constrained program (MIQCP) of farmer example. The quadratic constraints are defined in ../example/farmer.txt.

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./bin/runDsp --algo dd \
             --smps ../examples/farmer \
             --quad ../example/farmer \
             --soln mysoln \
             --param myparam.txt

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mpiexec -np 3 ./bin/runDsp --algo dd \
                           --smps ../examples/farmer \
                           --quad ../example/farmer \
                           --soln mysoln \
                           --param myparam.txt

Info

As a special case, the stochastic mixed-integer linear program can be set by omitting argument --quad.

Example: Generic structured program

This example solves a generic block-angular structure problem written in files noswot.mps and noswot.dec.

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./bin/runDsp --algo dd \
             --mps ../examples/noswot \
             --dec ../examples/noswot \
             --soln mysoln \
             --param myparam.txt

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mpiexec -np 3 ./bin/runDsp --algo dd \
                           --mps ../examples/noswot \
                           --dec ../examples/noswot \
                           --soln mysoln \
                           --param myparam.txt
Last update: 2020-12-10