A Comprehensive Input Format for Stochastic Linear Programs

H.I. Gassmann and E. Schweitzer

Annals of Operations Research, 2001, vol. 104, issue 1, 89-125

Abstract: Based on the MPS standard for linear programs, data conventions for the description of multistage stochastic linear programs were described by Birge et al. [3]. This paper proposes extensions to the so-called SMPS standard, in order to address known shortcomings and to extend the range of problems that can be expressed within the standard. Copyright Kluwer Academic Publishers 2001

Date: 2001
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DOI: 10.1023/A:1013138919445

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