SLP-IOR: An interactive model management system for stochastic linear programs
From MaRDI portal
Publication:1363427
DOI10.1007/BF02592153zbMath0874.90148OpenAlexW2095046699MaRDI QIDQ1363427
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02592153
Related Items (8)
A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains ⋮ Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective ⋮ Integrated chance constraints: reduced forms and an algorithm ⋮ On multiple simple recourse models ⋮ An ALM model for pension funds using integrated chance constraints ⋮ A management system for decompositions in stochastic programming ⋮ Some insights into the solution algorithms for SLP problems ⋮ Nonsmooth-optimization methods in problems of stochastic programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- Parallel processors for planning under uncertainty
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Computational methods for solving two-stage stochastic linear programming problems
- Algebraic languages for mathematical programming
- A computer-assisted analysis system for mathematical programming models and solutions. A user's guide for ANALYZE. Incl. 1 disk
- Approximations to stochastic programs with complete fixed recourse
- Some experiments on heuristic code selection versus numerical performance in nonlinear programming
- On the convex hull of the simple integer recourse objective function
- Scenario formulation in an algebraic modelling language
- On the formulation of stochastic linear programs using algebraic modelling languages
- Bounds on the value of information in uncertain decision problems II
- stochastic quasigradient methods and their application to system optimization†
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- The SML Language for Structured Modeling: Levels 1 and 2
- The SML Language for Structured Modeling: Levels 3 and 4
- Preprocessing in Stochastic Programming: The Case of Linear Programs
- Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
- Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
- Programming under probabilistic constraints with a random technology matrix
- CONOPT—A Large-Scale GRG Code
- Solving stochastic programming problems with recourse including error bounds
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- The Value of Information and Stochastic Programming
This page was built for publication: SLP-IOR: An interactive model management system for stochastic linear programs
