Abstract
This paper describes a proposed format to record instances of stochastic programs. It forms part of a larger XML-based schema that is designed to allow the expression of essentially any type of mathematical program within a unifying framework. A wide variety of different linear and nonlinear stochastic programs can be handled, and the paper describes in some detail how this is done. Screen captures and sample problems illustrate the use of the schema.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 313-337 |
| Number of pages | 25 |
| Journal | Annals of Operations Research |
| Volume | 166 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 2009 |
Funding
Acknowledgements The first and third authors were supported by grant DMI-0322580 from the U.S. National Science Foundation, and by a gift from the IBM Faculty Awards program. The second author was supported in part by a grant from the Natural Sciences and Engineering Research Council of Canada (NSERC). We thank the editors and three anonymous referees for their handling of the submission and their thoughtful comments on a previous version of this paper.
ASJC Scopus subject areas
- General Decision Sciences
- Management Science and Operations Research