Leonardo B. Lopes

StAMPL: A Filtration-Oriented Modeling Tool for Stochastic Programming

  • Robert Fourer
  • Leonardo B. Lopes
    • Categories Modeling Languages and Systems, Optimization Software Design Principles, Stochastic Programming Tags , ,

    Every multistage stochastic programming problem with recourse (MSPR) contains a filtration process. In this research, we created a notation that makes the filtration process the central syntactic construction of the MSPR. As a result, we achieve lower redundancy and higher modularity than is possible with the mathematical notation commonly associated with stochastic programming. To experiment … Read more

    LPFML: A W3C XML Schema for Linear and Integer Programming

  • Robert Fourer
  • Kipp Martin
  • Leonardo B. Lopes
    • Categories Modeling Languages and Systems, Optimization Software and Modeling Systems, Optimization Software Design Principles Tags , , ,

    There are numerous algebraic modeling languages for generating linear programs and numerous solvers for computing solutions to linear programs. This proliferation of modeling languages and solvers is frustrating to modelers who find that only certain languages connect to certain solvers. One way to encourage modeler-solver compatibility is to use a standard representation of a problem … Read more