Stochastic Nonlinear Programming System

Roenko N, Loskutov V, & Uryasev SP (1989). Stochastic Nonlinear Programming System. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-075

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Abstract

This paper contains a detailed description of the Stochastic Nonlinear Programming System (SNLP) intended for solving stochastic optimization problems with simple recourse. This system is a result of collaboration between the Glushkov Institute of Cybernetics (Kiev, USSR) and the International Institute for Applied System Analysis (IIASA) within the framework of the Adaptation and Optimization Project in the System and Decision Sciences Program.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:59
Last Modified: 19 Jul 2016 16:58
URI: http://pure.iiasa.ac.at/3269

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