A management system for decompositions in stochastic programming

A management system for decompositions in stochastic programming

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Article ID: iaor20063652
Country: Netherlands
Volume: 142
Issue: 1
Start Page Number: 99
End Page Number: 118
Publication Date: Feb 2006
Journal: Annals of Operations Research
Authors: ,
Abstract:

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.

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