Object oriented modeling of multistage stochastic linear programs

Leo Lopes, Robert H Fourer

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

We present a specialization of the Unified Modeling Language (UML) to help diverse stakeholders in an organization collaborate on the development of Stochastic Optimization Models. Our language describes, at an abstraction level distinct from that possible through algebraic notation, the relationships between decisions and parameters, the dynamics of information acquisition, and the requirements for model input and output. This paper describes the formal language and provides a few illustrative examples.

Original languageEnglish (US)
Pages (from-to)21-41
Number of pages21
JournalOperations Research/ Computer Science Interfaces Series
Volume47
DOIs
StatePublished - Dec 1 2009

Keywords

  • Modeling
  • Optimization
  • UML

ASJC Scopus subject areas

  • Computer Science(all)
  • Management Science and Operations Research

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