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.

• Type: Journal
• Year: 2006
• Where: ANOR
• Authors: Robert Fourer, Leo Lopes
• Keywords: ANOR 2006, Development Environment, Problem Structure, Stochastic Programming Problems