IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v104y2001i1p89-12510.1023-a1013138919445.html
   My bibliography  Save this article

A Comprehensive Input Format for Stochastic Linear Programs

Author

Listed:
  • H.I. Gassmann
  • E. Schweitzer

Abstract

Based on the MPS standard for linear programs, data conventions for the description of multistage stochastic linear programs were described by Birge et al. [3]. This paper proposes extensions to the so-called SMPS standard, in order to address known shortcomings and to extend the range of problems that can be expressed within the standard. Copyright Kluwer Academic Publishers 2001

Suggested Citation

  • H.I. Gassmann & E. Schweitzer, 2001. "A Comprehensive Input Format for Stochastic Linear Programs," Annals of Operations Research, Springer, vol. 104(1), pages 89-125, April.
    • Handle: RePEc:spr:annopr:v:104:y:2001:i:1:p:89-125:10.1023/a:1013138919445
    DOI: 10.1023/A:1013138919445
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1013138919445
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1013138919445?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. J. Thénié & Ch. Delft & J. Vial, 2007. "Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language," Computational Management Science, Springer, vol. 4(1), pages 17-40, January.
    2. Blanchot, Xavier & Clautiaux, François & Detienne, Boris & Froger, Aurélien & Ruiz, Manuel, 2023. "The Benders by batch algorithm: Design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 309(1), pages 202-216.
    3. Christian Valente & Gautam Mitra & Mustapha Sadki & Robert Fourer, 2009. "Extending Algebraic Modelling Languages for Stochastic Programming," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 107-122, February.
    4. Robert Fourer & Leo Lopes, 2009. "StAMPL: A Filtration-Oriented Modeling Tool for Multistage Stochastic Recourse Problems," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 242-256, May.
    5. R. Fourer & H. Gassmann & J. Ma & R. Martin, 2009. "An XML-based schema for stochastic programs," Annals of Operations Research, Springer, vol. 166(1), pages 313-337, February.
    6. K. A. Ariyawansa & Andrew J. Felt, 2004. "On a New Collection of Stochastic Linear Programming Test Problems," INFORMS Journal on Computing, INFORMS, vol. 16(3), pages 291-299, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:104:y:2001:i:1:p:89-125:10.1023/a:1013138919445. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.