SISP: Simplified interface for stochastic programming

DOI10.1080/1055678021000033964zbMath1040.90025OpenAlexW1538343964WikidataQ111096860 ScholiaQ111096860MaRDI QIDQ4709732

Emmanuel Fragnière, Christian Condevaux-Lanloy, Alan J. King

Publication date: 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678021000033964

zbMATH Keywords

stochastic programminglarge-scale programsstructure exploiting solvers

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items

A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains ⋮ Automatic formulation of stochastic programs via an algebraic modeling language

Uses Software

• GAMS

Cites Work

• Introduction to Stochastic Programming
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