A comprehensive input format for stochastic linear programs
From MaRDI portal
Publication:5959314
DOI10.1023/A:1013138919445zbMath1081.90503MaRDI QIDQ5959314
Eithan Schweitzer, Horand I. Gassmann
Publication date: 26 March 2002
Published in: Annals of Operations Research (Search for Journal in Brave)
Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Related Items
Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs, PySP: modeling and solving stochastic programs in Python, Automatic formulation of stochastic programs via an algebraic modeling language, The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs, Asynchronous Lagrangian scenario decomposition, On stages and consistency checks in stochastic programming, A management system for decompositions in stochastic programming, An XML-based schema for stochastic programs, A family of stochastic programming test problems based on a model for tactical manpower planning
Uses Software