A management system for decompositions in stochastic programming

Robert H Fourer, Leo Lopes*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)99-118
Number of pages20
JournalAnnals of Operations Research
Issue number1
StatePublished - Feb 1 2006

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Management Science and Operations Research

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