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9

ANOR
2006

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A management system for decompositions in stochastic programming

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A management system for decompositions in stochastic programming

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This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution approaches; and a development environment where these routines can be accessed and in which the modeler can examine aspects of the problem structure. The goal of the research is to reduce the amount of work, time, and cost involved in experimenting with different solution methods.

Robert Fourer, Leo Lopes

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ANOR 2006 | Development Environment | Problem Structure | Stochastic Programming Problems |

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Added	10 Dec 2010
Updated	10 Dec 2010
Type	Journal
Year	2006
Where	ANOR
Authors	Robert Fourer, Leo Lopes

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