An XML-based schema for stochastic programs

An XML-based schema for stochastic programs

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Article ID: iaor200937809
Country: Germany
Volume: 166
Issue: 1
Start Page Number: 313
End Page Number: 337
Publication Date: Feb 2009
Journal: Annals of Operations Research
Authors: , , ,
Keywords: programming: mathematical
Abstract:

This paper describes a proposed format to record instances of stochastic programs. It forms part of a larger XML-based schema that is designed to allow the expression of essentially any type of mathematical program within a unifying framework. A wide variety of different linear and nonlinear stochastic programs can be handled, and the paper describes in some detail how this is done. Screen captures and sample problems illustrate the use of the schema.

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