Mathematical software

LINDO
Referenced in 552 articles [sw04448]
LINDO Systems - Optimization Software: Integer Programming, Linear Programming, Nonlinear Programming, Stochastic Programming, Global Optimization LINDO...

SIPLIB
Referenced in 19 articles [sw09652]
SIPLIB: A Stochastic Integer Programming Test Problem Library. SIPLIB is a collection of test problems ... facilitate computational and algorithmic research in stochastic integer programming. The test problem data is provided...

DDSIP
Referenced in 46 articles [sw05103]
Dual decomposition in two-stage stochastic mixed-integer programming, needs CPLEX...

DSP
Referenced in 11 articles [sw05421]
dual decomposition method applied to stochastic mixed-integer programs. We present algorithmic innovations ... method to address two-stage stochastic programs with mixed-integer recourse and provide an open...

PySP
Referenced in 21 articles [sw04921]
difficulty of solving stochastic programming models, particularly in the mixed-integer, non-linear, and/or multi ... COIN-OR repository. To formulate a stochastic program in PySP, the user specifies both ... model (supporting linear, non-linear, and mixed-integer components) and the scenario tree model (defining ... paths for solution of the corresponding stochastic program. The first alternative involves passing an extensive...

DAKOTA
Referenced in 77 articles [sw05202]
methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least ... such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing...

Pyomo
Referenced in 65 articles [sw04910]
tutorial on simple linear and integer programming models. Information needed to install and get started ... cover advanced topics such as nonlinear models, stochastic models, and scripting examples...

pyomo.dae
Referenced in 2 articles [sw26557]
embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium...

SSLP
Referenced in 1 article [sw17581]
Stochastic Mixed-Integer Programming Test Problems: SSCH Test Set: The SSCH suite consists ... instance size) instances of two-stage stochastic server location problems with random recourse ... instance size) instances of two-stage stochastic server location problems [1] with replications. The instances ... instances of a two-stage stochastic mixed-integer programs arising in server location under uncertainty...

SDDiP
Referenced in 1 article [sw38935]
generation expansion planning model. Stochastic Dual Dynamic Integer Programming (SDDiP...

MIDACO
Referenced in 5 articles [sw04775]
continuous (NLP), discrete/integer (IP) and mixed integer (MINLP) problems. Problems may be restricted to equality ... properties such as non-convexity, discontinuities or stochastic noise. For cpu-time expensive applications, MIDACO ... strategy. The software is available in several programming languages, such as Excel, Matlab, Python...

OREX-J
Referenced in 1 article [sw07410]
areas: Algorithms and reformulations for mixed-integer programming models for dynamic lot-sizing with substitutions ... simulation-based optimization approach for a stochastic multi-location inventory control model, and an optimization...

LINDO