SISP: Simplified interface for stochastic programming

DOI10.1080/1055678021000033964MaRDI QIDQ4709732zbMATH OpenOpenAlexWikidataFDO

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

Publication date 2002

Published in Optimization Methods \& 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)

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• Extending algebraic modelling languages for stochastic programming
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• On the formulation of stochastic linear programs using algebraic modelling languages
• scientific article; zbMATH DE number 5007549

Cites work

• scientific article; zbMATH DE number 193918 (Why is no real title available?)
• scientific article; zbMATH DE number 824994 (Why is no real title available?)
• Introduction to Stochastic Programming

Cited in

(7)

• Extending algebraic modelling languages for stochastic programming
• SPAR: Stochastic Programming with Adversarial Recourse
• Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
• The recursive definition of stochastic linear programming problems within an algebraic modeling language
• Stochastic programming from modeling languages
• 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

Describes a project that uses

Uses Software

• GAMS

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