SLP-IOR

swMATH2553MaRDI QIDQ15092FDOQ15092

Author name not available (Why is that?)

Official website: http://www.business.uzh.ch/professorships/qba/research/stochOpt_en.html

Described by source

• SLP-IOR: On the design of a workbench for testing SLP codes.

Cited In (40)

• Title not available (Why is that?)
• StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
• Computational aspects of minimizing conditional value-at-risk
• Modeling support for multistage recourse problems
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• Modelling and analysis of multistage stochastic programming problems: A software environment
• Title not available (Why is that?)
• On the role of bounds in stochastic linear programming
• Integrated chance constraints: reduced forms and an algorithm
• Title not available (Why is that?)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
• Stochastic integer programming: general models and algorithms
• Title not available (Why is that?)
• Stochastic programming with simple integer recourse
• EMP
• HOPDM
• SMPS reader
• Title not available (Why is that?)
• SLPTESTSET
• FortMP
• SUTIL
• PLANNER
• On the formulation of stochastic linear programs using algebraic modelling languages
• Algorithms for stochastic mixed-integer programming models
• On the numerical solution of jointly chance constrained problems
• Some insights into the solution algorithms for SLP problems
• Stochastic linear programming. Models, theory, and computation.
• On multiple simple recourse models
• A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
• On the numerical solution of stochastic optimization problems
• Computational solution of capacity planning models under uncertainty
• A management system for decompositions in stochastic programming
• An ALM model for pension funds using integrated chance constraints
• SLP-IOR: An interactive model management system for stochastic linear programs
• MODLER
• Nonsmooth-optimization methods in problems of stochastic programming
• Simplification of recourse models by modification of recourse data
• The generation of experimental data for computational testing in optimization
• A two-stage stochastic programming framework for transportation planning in disaster response
• Title not available (Why is that?)

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