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The SMPS format for stochastic linear programs. (English) Zbl 1105.90339
Wallace, Stein W. (ed.) et al., Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM). Philadelphia, PA: MPS, Mathematical Programming Society (ISBN 0-89871-555-5/pbk). MPS/SIAM Series on Optimization 5, 9-19 (2005).

MSC:
90C15 Stochastic programming
90C05 Linear programming
Software:
NETGEN; SMPS reader
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