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ANOR
2006

A management system for decompositions in stochastic programming

13 years 10 months ago
A management system for decompositions in stochastic programming
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
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2006
Where ANOR
Authors Robert Fourer, Leo Lopes
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