A comprehensive input format for stochastic linear programs

A comprehensive input format for stochastic linear programs

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Article ID: iaor20023016
Country: Netherlands
Volume: 104
Issue: 1
Start Page Number: 89
End Page Number: 125
Publication Date: Apr 2001
Journal: Annals of Operations Research
Authors: ,
Abstract:

Based on the MPS standard for linear programs, data conventions for the description of multistage stochastic linear programs were described by Birge et al. This paper proposes extensions to the so-called SMPS standard, in order to address known shortcomings and to extend the range of problems that can be expressed within the standard.

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