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. (1987). A Standard Input Format for Multiperiod Stochastic Linear Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-118

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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.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 27 Aug 2021 17:12
URI: https://pure.iiasa.ac.at/2934

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