• 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...
  • ddsip

  • Referenced in 8 articles [sw23346]
  • mixed-integer recourse. Dual Decomposition in Stochastic Integer Programming...
  • 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...
  • ADOL-C

  • Referenced in 249 articles [sw00019]
  • ADOL-C: Automatic Differentiation of C/C++. We present...
  • ALPS

  • Referenced in 17 articles [sw00036]
  • This paper describes the design of the Abstract...
  • BARON

  • Referenced in 354 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • BPMPD

  • Referenced in 41 articles [sw00088]
  • BPMPD is a state-of-the-art implementation...
  • cdd

  • Referenced in 115 articles [sw00114]
  • The program cdd+ (cdd, respectively) is a C...
  • CGAL

  • Referenced in 384 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • Coq

  • Referenced in 1880 articles [sw00161]
  • Coq is a formal proof management system. It...