SMPS reader

Utility routines for working with the SMPS Input Format for Stochastic Linear Programs This file contains a number of utility routines for dealing with the extended SMPS format. There are routines to read the core, time and stoch files as well as routines for building event trees from marginal distributions and through sampling routines. A variety of random number generators for uniform, discrete, normal, lognormal, and gamma distributions is also included. The package is implemented in Fortran 90. Please report any bugs you find to me.


References in zbMATH (referenced in 16 articles )

Showing results 1 to 16 of 16.
Sorted by year (citations)

  1. Watson, Jean-Paul; Woodruff, David L.; Hart, William E.: PySP: modeling and solving stochastic programs in Python (2012)
  2. Šutienė, Kristina; Makackas, Dalius; Pranevičius, Henrikas: Multistage $K$-means clustering for scenario tree construction (2010)
  3. Fourer, R.; Gassmann, H.I.; Ma, J.; Martin, R.K.: An XML-based schema for stochastic programs (2009)
  4. Fourer, R.; Gassmann, H.I.; Ma, J.; Martin, R.K.: An XML-based schema for stochastic programs (2009)
  5. Gassmann, Horand I.; Kristjánsson, Bjarni: The SMPS format explained (2008)
  6. Heinze, Thomas: A method of decomposition of multi-stage stochastic optimization problems with integrality and risk aversion. (2008)
  7. Thénié, J.; Van Delft, Ch.; Vial, J.-Ph.: Automatic formulation of stochastic programs via an algebraic modeling language (2007)
  8. Fourer, Robert; Lopes, Leo: A management system for decompositions in stochastic programming (2006)
  9. Ariyawansa, K.A.; Cacho, C.; Felt, A.J.: A family of stochastic programming test problems based on a model for tactical manpower planning (2005)
  10. Berkelaar, Arjan; Gromicho, Joaquim A.S.; Kouwenberg, Roy; Zhang, Shuzhong: A primal-dual decomposition algorithm for multistage stochastic convex programming (2005)
  11. Gassmann, H.I.; Prékopa, András: On stages and consistency checks in stochastic programming (2005)
  12. Gassmann, Horand I.: The SMPS format for stochastic linear programs (2005)
  13. Kall, Peter; Mayer, János: Building and solving stochastic linear programming models with SLP-IOR (2005)
  14. Ariyawansa, K.A.; Felt, Andrew J.: On a new collection of stochastic linear programming test problems (2004)
  15. Linderoth, Jeff; Wright, Stephen: Decomposition algorithms for stochastic programming on a computational grid (2003)
  16. Gassmann, H. I.; Schweitzer, E.: A comprehensive input format for stochastic linear programs (2001)