On the formulation of stochastic linear programs using algebraic modelling languages

DOI10.1007/BF02187642zbMath0854.90109MaRDI QIDQ1918423

A. M. Ireland, Horand I. Gassmann

Publication date: 19 January 1997

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

stochastic linear programsalgebraic modelling languages

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains, SLP-IOR: An interactive model management system for stochastic linear programs, PySP: modeling and solving stochastic programs in Python, Automatic formulation of stochastic programs via an algebraic modeling language, Modelling and analysis of multistage stochastic programming problems: A software environment

Uses Software

• EMP
• MSLiP
• SLP-IOR
• LPFORM
• AMPL
• LINDO
• AIMMS
• GAMS
• MODLER

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Modeling Language for Mathematical Programming
• Modeling by object-driven linear elemental relations: A user's guide for MODLER. Disk included
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Stochastic network optimization models for investment planning
• Algebraic languages for mathematical programming
• Parallel decomposition of multistage stochastic programming problems
• Efficient solution of two-stage stochastic linear programs using interior point methods
• Some experiments on heuristic code selection versus numerical performance in nonlinear programming
• Scenario formulation in an algebraic modelling language
• Linear Programming under Uncertainty
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• A regularized decomposition method for minimizing a sum of polyhedral functions
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Preprocessing in Stochastic Programming: The Case of Linear Programs
• Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
• An Implementation of LPFORM
• A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming