• MSLiP

  • Referenced in 107 articles [sw01410]
  • computer code for the multistage stochastic linear programming problem This paper describes an efficient implementation ... nested decomposition algorithm for the multistage stochastic linear programming problem. Many of the computational tricks...
  • EVPI

  • Referenced in 17 articles [sw02644]
  • programmes on parallel MIMD architectures. Multistage stochastic linear programming has many practical applications for problems ... problem into a set of smaller linear programming problems and has recently been shown ... which is applicable to extremely large multistage stochastic linear programmes which either have too many...
  • SLP-IOR

  • Referenced in 33 articles [sw02553]
  • stochastic linear programming. The scope of SLP-IOR includes two-stage and multistage recourse problems...
  • StAMPL

  • Referenced in 3 articles [sw06421]
  • multistage stochastic recourse problems Every multistage stochastic programming problem with recourse (MSPR) contains a filtration...
  • SAMPLE

  • Referenced in 7 articles [sw06289]
  • basic level, these languages can define stochastic programming (SP) models by constructing their deterministic equivalents ... stochastic extension for the AMPL language that enables the formulation of two-stage and multistage ... turn embedded in a stochastic programming integrated environment that facilitates modelling and investigation...
  • SDDP

  • Referenced in 1 article [sw27099]
  • solving large multistage convex stochastic optimization problems using stochastic dual dynamic programming. In this manual...
  • ARMS

  • Referenced in 63 articles [sw00048]
  • ARMS: an algebraic recursive multilevel solver for general...
  • BARON

  • Referenced in 265 articles [sw00066]
  • BARON is a computational system for solving nonconvex...
  • BPMPD

  • Referenced in 38 articles [sw00088]
  • BPMPD is a state-of-the-art implementation...
  • gmp

  • Referenced in 231 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Gmsh

  • Referenced in 370 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • GreatSPN

  • Referenced in 55 articles [sw00384]
  • GreatSPN2.0 is a software package for the modeling...
  • Maple

  • Referenced in 4652 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5138 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 10027 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • QSHEP3D

  • Referenced in 63 articles [sw00762]
  • Algorithm 661 QSHEP3D: Quadratic Shepard method for trivariate...
  • R

  • Referenced in 6422 articles [sw00771]
  • R is a language and environment for statistical...
  • TSPLIB

  • Referenced in 599 articles [sw00983]
  • TSPLIB is a library of sample instances for...
  • MACSYMA

  • Referenced in 689 articles [sw01209]
  • Macsyma is a general purpose symbolic-numerical-graphical...