DET2STO: A modeling tool DET2STO is a tool that transforms a stochastic version of a model written in AMPL or in GNU MathProg into a deterministic equivalent in a fully automated way. It outputs a model file and a data file that can be then processed by the algebraic modeling language AMPL and optimized by a solver. Stochastic Programming deals with mathematical programming models in an uncertain environment. The stochastic component has finitely many realizations and is described by an event tree. The stochastic process is assumed to be independent of the decisions. In that framework, the time-dependent deterministic decisions are made contingent to the nodes of the tree. This transformation results in a new mathematical programming problem named the deterministic equivalent, which is nothing else than an extensive formulation of the stochastic programming version of the problem
(Source: http://plato.asu.edu)

Keywords for this software

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