[Help-glpk] Re: SMPS interface for GLPK - Stochastic

[Noli Sicad]

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 <address@hidden> 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
>