More on this, DET2STO: A modeling tool
DET2STO is a tool that transforms a stochastic version of a model written in AMPL or in GNU MathProg into a deterministic equivalent in a fully automated way. It outputs a model file and a data file that can be then processed by the algebraic modeling language AMPL and optimized by a solver. http://apps.ordecsys.com/det2sto ~~~~~~~~~~~~~ Random Variables, an AMPL Extension for Stochastic Programming http://www.cs.sandia.gov/~dmgay/huatulco07.pdf http://www.ampl.com/NEW/FUTURE/stoch.html Noli On 2/2/10, Noli Sicad <[email protected]> wrote: > I am searching for material about stochastic modelling in LP models. > I know Jeff Kantor got some examples it how to implement. But I am > looking more on "price" rather than on the "demand" as Jeff > illustrated in > http://www.nd.edu/~jeff/Teaching/ESTM60203/GMPL_Examples/BusinessPlanning.mod > > http://estm60203.blogspot.com/ > > Then, I encountered this site > > http://www.maths.ed.ac.uk/~mcolombo/research/ > http://www.maths.ed.ac.uk/~mcolombo/research/spxi.pdf > > Has anybody use SMPS interface for GLPK? The diagram in the pdf > illustrates how stochastic event tree is translated in the > deterministic LP model. > > I am particularly interested on how to implelemt this Stochastic > Linear Programs using MatProg. > > Noli > _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
