StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems

DOI10.1287/IJOC.1080.0289MaRDI QIDQ2901063zbMATH OpenOpenAlexFDO

Authors Robert Fourer, Leo Lopes

Publication date 28 July 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1080.0289

zbMATH Keywords

information systems\texttt{StAMPL}computers systemdesign operation

Mathematics Subject Classification ID

Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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Cited in

(4)

• A structure-conveying modelling language for mathematical and stochastic programming
• PySP: modeling and solving stochastic programs in Python
• Automatic formulation of stochastic programs via an algebraic modeling language
• StAMPL

Describes a project that uses

Uses Software

• MSLiP
• SLP-IOR
• LPFORM
• AMPL
• AIMMS
• SLPTESTSET
• FortSP
• NEOS

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