| Title |
A Comprehensive Modeling Environment for Stochastic
Programming |
| Author(s) |
Dr. Robert Fourer, IEMS, Northwestern University;
Leo Lopes (speaker) |
| Abstract |
Modeling stochastic programs involves manipulating
several objects in addition to those in deterministic mathematical
programs. Many extensions to Algebraic Modeling Languages (AML)
have been proposed to deal with these objects, but none have been
implemented. We argue that some of these objects do not lend themselves
well to a textual representation. Thus, we propose a system which
is an addition, as opposed an extension, to an AML. The system
handles some objects outside the AML and integrates all the tools
to create a solvable instance. In addition, the system covers
all aspects of modeling, from problem definition and model elicitation
down to generating different formulations to be used by different
solution methods from the same model.
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