SLP-IOR: An interactive model management system for stochastic linear programs

نویسندگان

  • Peter Kall
  • János Mayer
چکیده

In this paper stochastic linear programming (SLP) is considered from the model management point of view. General model management issues specific to SLP are discussed in connection with their implementation in SLP-IOR. The central topic of the paper is SLP-IOR itself which is a model management system for SLP being under development by the authors. The presentation is concentrated on single and two stage models these being the model classes incorporated into the present version of SLP-IOR.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Building and solving stochastic linear programming models with SLP–IOR

The goal of this chapter is to describe the capabilities and the usage of SLP–IOR, our interactive model management system for stochastic linear programming (SLP). The main features of SLP–IOR are the following: the system is intended to support the entire life cycle of a model, including model formulation, analysis of the model instance, solving it, and analyzing the solution. A main design ch...

متن کامل

On solving stochastic linear programming problems

Solving a stochastic linear programming (SLP) problem involves selecting an SLP solver, transmitting the model data to the solver and retrieving and interpreting the results. After shortly introducing the SLP model classes in the first part of the paper we give a general discussion of these various facets of solving SLP problems. The second part consists of an overview on the model–solver conne...

متن کامل

SLP-IOR: On the Design of a Workbench for Testing SLP Codes

The development of efficient theoretical algorithms and their computer implementations are intimately related activities. For testing an implementation of a numerical method the availability of the existing test problems and access to a facility for randomly generated test problems are important issues. In the field of stochastic programming a standard input format for test problems has been pr...

متن کامل

On the role of bounds in stochastic linear programming

Stochastic linear programming (SLP) models involve multivariate integrals. Although in the discretely distributed case these integrals become sums they typically contain a large amount of terms. The purpose of this paper is twofold: On the one hand we discuss the usage of bounds concerning integrals for constructing SLP algorithms and secondly we point out the role of bounds–based algorithms fo...

متن کامل

Amelioration of Verdegay̕s approach for fuzzy linear programs with stochastic parameters

This article examines a new approach which solves Linear Programming (LP) problems with stochastic parameters as a generalized model of the fuzzy mathematical model analyzed by Verdegay. An expectation model is provided for solving the problem. A multi-parametric programming is applied to access to a solution with different desired degrees as well as problem constraints. Additionally, we presen...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Math. Program.

دوره 75  شماره 

صفحات  -

تاریخ انتشار 1996