MSLiP

swMATH1410MaRDI QIDQ14149FDOQ14149

Author name not available (Why is that?)

Official website: http://myweb.dal.ca/gassmann/MSLIP.html

Described by source

• MSLiP: A computer code for the multistage stochastic linear programming problem

Cited In (only showing first 100 items - show all)

• PySP: modeling and solving stochastic programs in Python
• Re-solving stochastic programming models for airline revenue management
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
• An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• Title not available (Why is that?)
• Improving aggregation bounds for two-stage stochastic programs
• Quantified linear programs: a computational study
• A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition
• StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
• Postoptimality for multistage stochastic linear programs
• Title not available (Why is that?)
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
• Modeling support for multistage recourse problems
• Multi-period stochastic portfolio optimization: block-separable decomposition
• Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
• On bridging the gap between stochastic integer programming and MIP solver technologies
• An XML-based schema for stochastic programs
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Stochastic modeling in economics and finance.
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
• Financial planning via multi-stage stochastic optimization.
• Title not available (Why is that?)
• The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
• A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
• Risk-averse two-stage stochastic programming with an application to disaster management
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
• WARSYP: A robust modeling approach for water resources system planning under uncertainty
• An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
• Strategic financial risk management and operations research
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• On solving stochastic production planning problems via scenario modelling
• A stochastic integer programming approach to solving a synchronous optical network ring design problem
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
• Dynamic stochastic programming for asset-liability management
• Medium term scheduling of a hydro-thermal system using stochastic model predictive control
• Stochastic programming with simple integer recourse
• Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
• EMP
• HOPDM
• OBOE
• AIMMS
• APLEpy
• SMPS reader
• SAMPLE
• ACCPM
• StAMPL
• Title not available (Why is that?)
• Title not available (Why is that?)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• A model for strategic planning under uncertainty
• FortSP
• POSTS
• SLPTESTSET
• FortMP
• OSL
• SUTIL
• Xerces
• Portfolio Safeguard
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
• Nested Benders decomposition and dynamic programming for reservoir optimisation
• Accelerating the regularized decomposition method for two stage stochastic linear problems
• POWDer
• SDDP
• StOpt
• Hierarchical benders decomposition for open-pit mine block sequencing
• Sequential importance sampling algorithms for dynamic stochastic programming
• Title not available (Why is that?)
• On modelling planning under uncertainty in manufacturing
• Schumann, a modeling framework for supply chain management under uncertainty
• StochDynamicProgramming.jl
• StructDualDynProg.jl
• StoDCuP
• Building and solving large-scale stochastic programs on an affordable distributed computing system
• Computational solution of capacity planning models under uncertainty
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
• Multistage stochastic programming with fuzzy probability distribution
• On augmented Lagrangian decomposition methods for multistage stochastic programs
• SLP-IOR: An interactive model management system for stochastic linear programs
• CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• A scenario tree-based decomposition for solving multistage stochastic programs. With application in energy production.
• SOCRATES: A system for scheduling hydroelectric generation under uncertainty
• SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
• Parallel decomposition of multistage stochastic programming problems
• EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
• Risk-averse optimization in two-stage stochastic models: computational aspects and a study
• Models and model value in stochastic programming
• Title not available (Why is that?)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• Barycentric scenario trees in convex multistage stochastic programming
• Title not available (Why is that?)
• Formulation of the Russell-Yasuda Kasai financial planning model
• Title not available (Why is that?)
• Efficient management of multiple sets to extract complex structures from mathematical programs
• Solving multi-stage stochastic in-house production and outsourcing planning by two-level decomposition
• On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
• Title not available (Why is that?)

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