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[Help-glpk] SMPS interface for GLPK - Stochastic
From: |
Noli Sicad |
Subject: |
[Help-glpk] SMPS interface for GLPK - Stochastic |
Date: |
Tue, 2 Feb 2010 11:22:33 +0700 |
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] SMPS interface for GLPK - Stochastic,
Noli Sicad <=