An XML-based schema for stochastic programs

被引：0
|
作者：
R. Fourer
H. I. Gassmann
J. Ma
R. K. Martin
机构：
[1] Northwestern University,Department of Industrial Engineering and Management Sciences
[2] Dalhousie University,School of Business Administration
[3] University of Chicago,Graduate School of Business
来源：
Annals of Operations Research | 2009年 / 166卷
关键词：
Problem Instance; Soft Constraint; Investment Problem; Stochastic Linear Program; Apache Software Foundation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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