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A comprehensive input format for stochastic linear programs. (English) Zbl 1081.90503
Summary: Based on the MPS standard for linear programs, data conventions for the description of multistage stochastic linear programs were described by Birge et al.. This paper proposes extensions to the so-called SMPS standard, in order to address known shortcomings and to extend the range of problems that can be expressed within the standard.

MSC:
90-04 Software, source code, etc. for problems pertaining to operations research and mathematical programming
90C15 Stochastic programming
Software:
SMPS reader
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