• LINDO

  • Referenced in 546 articles [sw04448]
  • Software: Integer Programming, Linear Programming, Nonlinear Programming, Stochastic Programming, Global Optimization LINDO Application Programming Interface...
  • SUTIL

  • Referenced in 139 articles [sw12322]
  • SUTIL -- A Stochastic Programming Utility Library. SUTIL is a C and C++ library to help ... users build and manipulate stochastic programs...
  • MSLiP

  • Referenced in 109 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 ... deterministic staircase problems are adapted to the stochastic setting and their effect on computation times...
  • PySP

  • Referenced in 20 articles [sw04921]
  • PySP: modeling and solving stochastic programs in Python. Although stochastic programming is a powerful tool ... specialists to easily express stochastic programming problems as extensions of their deterministic counterparts, which ... relates to the difficulty of solving stochastic programming models, particularly in the mixed-integer ... COIN-OR repository. To formulate a stochastic program in PySP, the user specifies both...
  • ToolboxLS

  • Referenced in 51 articles [sw06312]
  • control, robotics, differential games, dynamic programming, mesh generation, stochastic differential equations, financial mathematics, and verification ... plain text in the Matlab m-file programming language. The toolbox is designed to allow...
  • SLP-IOR

  • Referenced in 33 articles [sw02553]
  • model management system for stochastic linear programming. The scope of SLP-IOR includes two-stage...
  • DDSIP

  • Referenced in 44 articles [sw05103]
  • Dual decomposition in two-stage stochastic mixed-integer programming, needs CPLEX...
  • SIPLIB

  • Referenced in 17 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...
  • SLPTESTSET

  • Referenced in 10 articles [sw07565]
  • SLPTESTSET: Test-Problem Collection for Stochastic Linear Programming. This ... modern test-problem collection for stochastic programming, with emphasis on a close connection between...
  • EVPI

  • Referenced in 20 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...
  • SAMPLE

  • Referenced in 7 articles [sw06289]
  • Extending algebraic modelling languages for stochastic programming. Algebraic modelling languages have gained wide acceptance ... basic level, these languages can define stochastic programming (SP) models by constructing their deterministic equivalents ... approach, we describe the design of a stochastic extension for the AMPL language that enables ... turn embedded in a stochastic programming integrated environment that facilitates modelling and investigation...
  • SSJ

  • Referenced in 14 articles [sw08862]
  • framework for stochastic simulation in Java. We introduce SSJ, an organized set of software tools ... implemented in the Java programming language ... offering general-purpose facilities for stochastic simulation programming. It supports the event view, process view...
  • SMPS reader

  • Referenced in 17 articles [sw04815]
  • with the SMPS Input Format for Stochastic Linear Programs This file contains a number...
  • ddsip

  • Referenced in 8 articles [sw23346]
  • dual decomposition of two-stage stochastic programs with mixed-integer recourse. Dual Decomposition in Stochastic...
  • DET2STO

  • Referenced in 5 articles [sw05102]
  • AMPL and optimized by a solver. Stochastic Programming deals with mathematical programming models ... described by an event tree. The stochastic process is assumed to be independent ... This transformation results in a new mathematical programming problem named the deterministic equivalent, which ... than an extensive formulation of the stochastic programming version of the problem...
  • StOpt

  • Referenced in 9 articles [sw32903]
  • providing tools in C++ for solving some stochastic optimization problems encountered in finance ... regression. Different methods are available : dynamic programming methods based on Monte Carlo with regressions (global ... regressors), for underlying states following some uncontrolled Stochastic Differential Equations (python binding provided). Semi-Lagrangian ... Stochastic Differential Equations (C++ only). Stochastic Dual Dynamic Programming methods to deal with stochastic stocks...
  • COPASI

  • Referenced in 66 articles [sw12253]
  • their dynamics. COPASI is a stand-alone program that supports models in the SBML standard ... their behavior using ODEs or Gillespie’s stochastic simulation algorithm; arbitrary discrete events...
  • COOPR

  • Referenced in 5 articles [sw04914]
  • programming language PySP: Generic solvers for stochastic programming problems COLIN: Scripts that simplify IO between...
  • STABLE

  • Referenced in 108 articles [sw04843]
  • program calculates the density (pdf), cumulative distribution function (cdf), and quantiles for a general stable ... distribution functions”, J. P. Nolan, Commun. Statist.-Stochastic Models, 13(4), 759-774 (1997). Also...
  • StochaTR

  • Referenced in 5 articles [sw11113]
  • Stochastic linear programming with a distortion risk constraint. Coherent distortion risk measures are applied ... efficient geometrical algorithm to solve stochastic linear programs that have a single distortion risk constraint...