publication . Book . 1987

A Standard Input Format for Multiperiod Stochastic Linear Programs

Birge, J.R.; Dempster, M.A.H.; Gassmann, H.I.; Gunn, E.; King, A.J.; Wallace, S.W.;
Open Access English
  • Published: 01 Dec 1987
  • Publisher: WP-87-118
  • Country: Austria
Abstract
Data conventions for the automatic input of multiperiod stochastic linear programs are described. The input format is based on the MPSX standard and is designed to promote the efficient conversion of originally deterministic problems by introducing stochastic variants in separate files. A flexible "header" syntax generates a useful variety of stochastic dependencies. An extension using the NETGEN format is proposed for stochastic network programs.
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Book . 1987
Provider: IIASA PURE
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