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We present a high performance computing implementation of the asynchronous algorithm, detailing the operations performed by each parallel process and the communication mechanisms among them. We conduct numerical experiments using SUC instances of the Western Electricity Coordinating Council system with up to 1000 scenarios and of the Central Western European system with up to 120 scenarios. We also conduct numerical experiments on generic SMIP instances from the SIPLIB library (DCAP and SSLP). The results demonstrate the general applicability of the proposed algorithm and its ability to solve industrial-scale SUC instances within operationally acceptable time frames. Moreover, we find that an equivalent synchronous parallel algorithm would leave cores idle up to 80.4% of the time on our realistic test instances, an observation which underscores the need for designing asynchronous optimization schemes in order to fully exploit distributed computing on real world applications.<\/jats:p>","DOI":"10.1007\/s12532-020-00185-4","type":"journal-article","created":{"date-parts":[[2020,3,14]],"date-time":"2020-03-14T14:02:21Z","timestamp":1584194541000},"page":"1-50","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":9,"title":["Asynchronous Lagrangian scenario decomposition"],"prefix":"10.1007","volume":"13","author":[{"given":"Ignacio","family":"Aravena","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Anthony","family":"Papavasiliou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2020,3,14]]},"reference":[{"issue":"6","key":"185_CR1","doi-asserted-by":"publisher","first-page":"565","DOI":"10.1016\/j.orl.2013.07.009","volume":"41","author":"S Ahmed","year":"2013","unstructured":"Ahmed, S.: A scenario decomposition algorithm for 0\u20131 stochastic programs. 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