mpi-sppy
Support for solving multi-stage stochastic programs based on a scenario discretization of the uncertainty. For parallelization, MPI is used.
- Quick Start
- Install mpi4py
- Overview
- scenario_creator function
- Drivers
- Amalgamator
- Examples
- Hubs
- Spokes
- Output Solutions
- Programmatic Access to Solutions
- Extensions
- variable_probability
- APH
- zhat and Background for Confidence Intervals
- MMW confidence interval:
- Sequential sampling
- PySP conversion
- EF Directly
- Running without MPI and mpi4py
- Secret Menu Items
- Pickled Bundles
- Gradient-based rho
- W-based rho
- Notes for Code Contributors
- Internals
- APIs
- References