PySP: modeling and solving stochastic programs in Python

Author:

Watson Jean-Paul,Woodruff David L.,Hart William E.

Publisher

Springer Science and Business Media LLC

Subject

Software,Theoretical Computer Science

Reference60 articles.

1. AIMMS: Optimization software for operations research applications. http://www.aimms.com/operations-research/mathematical-programming/stochastic-programming , July (2010)

2. Alonso-Ayuso A., Escudero L.F., Ortuño M.T.: BFC, a branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs. Eur. J. Oper. Res. 151(3), 503–519 (2003)

3. AMPL: A modeling language for mathematical programming. http://www.ampl.com , July (2010)

4. Badilla, F.: Problema de Planificación Forestal Estocástico Resuelto a Traves del Algoritmo Progressive Hedging. PhD thesis, Facultad de Ciencias Físicas y Matemáticas, Universidad de Chile, Santiago, Chile (2010)

5. Bertsekas D.P.: Constrained Optimization and Lagrange Multiplier Methods. Athena Scientific, Massachusetts (1996)

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