SLP-IOR

SLP-IOR is a model management system for stochastic linear programming. The scope of SLP-IOR includes two-stage and multistage recourse problems, problems with separate and joint chance constraints, and problems involving integrated chance constraints or CVaR constraints/objective.

Keywords for this software

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References in zbMATH (referenced in 33 articles , 1 standard article )

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  1. Homem-de-Mello, Tito; Pagnoncelli, Bernardo K.: Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (2016)
  2. Kall, Peter; Mayer, János: Stochastic linear programming. Models, theory, and computation. (2011)
  3. Hall, Nicholas G.; Posner, Marc E.: The generation of experimental data for computational testing in optimization (2010)
  4. Haneveld, Willem K. Klein; Streutker, Matthijs H.; Van Der Vlerk, Maarten H.: An ALM model for pension funds using integrated chance constraints (2010)
  5. Fourer, Robert; Lopes, Leo: StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems (2009)
  6. Fourer, Robert; Lopes, Leo: A management system for decompositions in stochastic programming (2006)
  7. Kall, Peter; Mayer, János: Some insights into the solution algorithms for SLP problems (2006)
  8. Klein Haneveld, Willem K.; van der Vlerk, Maarten H.: Integrated chance constraints: reduced forms and an algorithm (2006)
  9. Künzi-Bay, Alexandra; Mayer, János: Computational aspects of minimizing conditional value-at-risk (2006)
  10. Mayer, J.: On the numerical solution of stochastic optimization problems (2006)
  11. Kall, Peter; Mayer, János: Building and solving stochastic linear programming models with SLP-IOR (2005)
  12. Sen, Suvrajeet: Algorithms for stochastic mixed-integer programming models (2005)
  13. van der Vlerk, Maarten H.: On multiple simple recourse models (2005)
  14. Barbarosoǧlu, G.; Arda, Y.: A two-stage stochastic programming framework for transportation planning in disaster response (2004)
  15. Kall, Peter; Mayer, János: Modeling support for multistage recourse problems (2004)
  16. van Delft, Ch.; Vial, J.-Ph.: A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains (2004)
  17. van der Vlerk, Maarten H.: Simplification of recourse models by modification of recourse data (2004)
  18. Kall, P.; Mayer, J.: On the role of bounds in stochastic linear programming (2000)
  19. Mayer, János: On the numerical solution of jointly chance constrained problems (2000)
  20. MirHassani, S. A.; Lucas, C.; Mitra, G.; Messina, E.; Poojari, C. A.: Computational solution of capacity planning models under uncertainty (2000)

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