Object oriented modeling of multistage stochastic linear programs

Leo Lopes; Robert H Fourer

doi:10.1007/978-0-387-88843-9_2

Object oriented modeling of multistage stochastic linear programs

Leo Lopes, Robert H Fourer

Industrial Engineering and Management Sciences

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Pages (from-to)	21-41
Number of pages	21
Journal	Operations Research/ Computer Science Interfaces Series
Volume	47
DOIs	https://doi.org/10.1007/978-0-387-88843-9_2
State	Published - Dec 1 2009

Keywords

Modeling
Optimization
UML

ASJC Scopus subject areas

Computer Science(all)
Management Science and Operations Research

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10.1007/978-0-387-88843-9_2

Cite this

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Object oriented modeling of multistage stochastic linear programs

Abstract

Keywords

ASJC Scopus subject areas

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