A Standard Input Format for Computer Codes Which Solve Stochastic Programs with Recourse and a Library of Utilities to Simplify its Use

Edwards J, Birge JR, King AJ, & Nazareth JL (1985). A Standard Input Format for Computer Codes Which Solve Stochastic Programs with Recourse and a Library of Utilities to Simplify its Use. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-85-003

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Abstract

We explain our suggestions for standardizing input formats for computer codes which solve stochastic programs with recourse. The main reason to set some conventions is to allow programs implementing different methods of solution to be used interchangeably. The general philosophy behind our design is a) to remain fairly faithful to the de facto standard for the statement of LP problems established by IBM for use with MPSX and subsequently adopted by the authors of MINOS, b) to provide sufficient flexibility so that a variety of problems may be expressed in the standard format, c) to allow problems originally formulated as deterministic LP to be converted to stochastic problems with a minimum of effort, d) to permit new options to be added as the need arises, and e) to provide some routines to facilitate the task of reading files specified in the standard format.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:56
Last Modified: 02 Nov 2016 19:17
URI: http://pure.iiasa.ac.at/2697

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