• 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...
  • ddsip

  • Referenced in 8 articles [sw23346]
  • stochastic programs with mixed-integer recourse. Dual Decomposition in Stochastic Integer Programming...
  • SSLP

  • Referenced in 1 article [sw17581]
  • Stochastic Mixed-Integer Programming Test Problems: SSCH Test Set: The SSCH suite consists ... instances have pure binary first-stage variables, mixed-binary second-stage variables, fixed recourse ... instance size) instances of two-stage stochastic server location problems with random recourse ... instances of a two-stage stochastic mixed-integer programs arising in server location under uncertainty...
  • OREX-J

  • Referenced in 1 article [sw07410]
  • different areas: Algorithms and reformulations for mixed-integer programming models for dynamic lot-sizing with ... 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...
  • CSDP

  • Referenced in 202 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • FATCOP

  • Referenced in 11 articles [sw00265]
  • We describe FATCOP 2.0, a new parallel mixed...
  • HSL

  • Referenced in 279 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...
  • KNITRO

  • Referenced in 196 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...
  • LANCELOT

  • Referenced in 306 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • LAPACK

  • Referenced in 1701 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LGO

  • Referenced in 96 articles [sw00516]
  • The program system LGO serves to solve global...
  • MA57

  • Referenced in 92 articles [sw00536]
  • MA57 - a code for the solution of sparse...