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FortSP
FortSP is a software package for solving stochastic programming (SP) problems. It solves scenario-based SP problems with recourse as well as problems with chance constraints and integrated chance constraints. FortSP is available as a standalone executable that accepts input in SMPS format and as a library with an interface in the C programming language. The solution algorithms provided by FortSP include Benders' decomposition and a variant of level decomposition for two-stage problems, nested Benders' decomposition for multistage problems and reformulation of the problem as a deterministic equivalent. There is also an implementation of a cutting-plane algorithm for integrated chance constraints. FortSP supports external linear programming solvers such as CPLEX and FortMP FortMP is a software package for solving large-scale optimization problems. It solves linear programming Linear programming (LP), also called linear optimization, is a method to achieve the best outcom ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Benders' Decomposition
Benders decomposition (or Benders' decomposition) is a technique in mathematical programming that allows the solution of very large linear programming problems that have a special block structure. This block structure often occurs in applications such as stochastic programming as the uncertainty is usually represented with scenarios. The technique is named after Jacques F. Benders. The strategy behind Benders decomposition can be summarized as ''divide-and-conquer''. That is, in Benders decomposition, the variables of the original problem are divided into two subsets so that a first-stage master problem is solved over the first set of variables, and the values for the second set of variables are determined in a second-stage subproblem for a given first-stage solution. If the subproblem determines that the fixed first-stage decisions are in fact infeasible, then so-called ''Benders cuts'' are generated and added to the master problem, which is then re-solved until no cuts can be g ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Programming
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochastic program is an optimization problem in which some or all problem parameters are uncertain, but follow known probability distributions. This framework contrasts with deterministic optimization, in which all problem parameters are assumed to be known exactly. The goal of stochastic programming is to find a decision which both optimizes some criteria chosen by the decision maker, and appropriately accounts for the uncertainty of the problem parameters. Because many real-world decisions involve uncertainty, stochastic programming has found applications in a broad range of areas ranging from finance to transportation to energy optimization. Two-stage problems The basic idea of two-stage stochastic programming is that (optimal) decisions should be based on data available at the time the decisions are made and cannot depend on futu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nl (format)
nl is a file format for presenting and archiving mathematical programming problems. Initially, this format has been invented for connecting solvers to AMPL. It has also been adopted by other systems such as COIN-OR (as one of the input formats), FortSP (for interacting with external solvers), and Coopr (as one of its output formats). The nl format supports a wide range of problem types, among them: * Linear programming * Quadratic programming * Nonlinear programming * Mixed-integer programming * Mixed-integer quadratic programming with or without convex quadratic constraints * Mixed-integer nonlinear programming * Second-order cone programming * Global optimization * Semidefinite programming problems with bilinear matrix inequalities * Complementarity problems (MPECs) in discrete or continuous variables * Constraint programming The nl format is low-level and is designed for compactness, not for readability. It has both binary and textual representation. Most commercia ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cross-platform
In computing, cross-platform software (also called multi-platform software, platform-agnostic software, or platform-independent software) is computer software that is designed to work in several computing platforms. Some cross-platform software requires a separate build for each platform, but some can be directly run on any platform without special preparation, being written in an interpreted language or compiled to portable bytecode for which the interpreters or run-time packages are common or standard components of all supported platforms. For example, a cross-platform application may run on Microsoft Windows, Linux, and macOS. Cross-platform software may run on many platforms, or as few as two. Some frameworks for cross-platform development are Codename One, Kivy, Qt, Flutter, NativeScript, Xamarin, Phonegap, Ionic, and React Native. Platforms ''Platform'' can refer to the type of processor (CPU) or other hardware on which an operating system (OS) or applicatio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Operations Research
Operations research ( en-GB, operational research) (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a discipline that deals with the development and application of analytical methods to improve decision-making. It is considered to be a subfield of mathematical sciences. The term management science is occasionally used as a synonym. Employing techniques from other mathematical sciences, such as modeling, statistics, and optimization, operations research arrives at optimal or near-optimal solutions to decision-making problems. Because of its emphasis on practical applications, operations research has overlap with many other disciplines, notably industrial engineering. Operations research is often concerned with determining the extreme values of some real-world objective: the maximum (of profit, performance, or yield) or minimum (of loss, risk, or cost). Originating in military efforts before World War II, its techniques have gro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
List Of Numerical Analysis Software
Listed here are notable end-user computer applications intended for use with numerical or data analysis: Numerical-software packages General-purpose computer algebra systems Interface-oriented Language-oriented Historically significant * Expensive Desk Calculator written for the TX-0 and PDP-1 The PDP-1 (''Programmed Data Processor-1'') is the first computer in Digital Equipment Corporation's PDP series and was first produced in 1959. It is famous for being the computer most important in the creation of hacker culture at Massachusett ... in the late 1950s or early 1960s. * S is an (array-based) programming language with strong numerical support. R is an implementation of the S language. See also References {{DEFAULTSORT:Numerical Analysis Software Lists of software Mathematics-related lists *Software ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Proprietary Software
Proprietary software is computer software, software that is deemed within the free and open-source software to be non-free because its creator, publisher, or other rightsholder or rightsholder partner exercises a legal monopoly afforded by modern copyright and intellectual property law to exclude the recipient from freely sharing the software or modifying it, and—in some cases, as is the case with some patent-encumbered and EULA-bound software—from making use of the software on their own, thereby restricting his or her freedoms. It is often contrasted with Open-source software, open-source or free software. For this reason, it is also known as non-free software or closed-source software. Types Origin Until the late 1960s computers—large and expensive mainframe computers, machines in specially air-conditioned computer rooms—were usually leased to customers rather than Sales, sold. Service and all software available were usually supplied by manufacturers without ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
C Programming Language
''The C Programming Language'' (sometimes termed ''K&R'', after its authors' initials) is a computer programming book written by Brian Kernighan and Dennis Ritchie, the latter of whom originally designed and implemented the language, as well as co-designed the Unix operating system with which development of the language was closely intertwined. The book was central to the development and popularization of the C programming language and is still widely read and used today. Because the book was co-authored by the original language designer, and because the first edition of the book served for many years as the ''de facto'' standard for the language, the book was regarded by many to be the authoritative reference on C. History C was created by Dennis Ritchie at Bell Labs in the early 1970s as an augmented version of Ken Thompson's B. Another Bell Labs employee, Brian Kernighan, had written the first C tutorial, and he persuaded Ritchie to coauthor a book on the language. K ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Programming
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization). More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polytope, which is a set defined as the intersection of finitely many half spaces, each of which is defined by a linear inequality. Its objective function is a real-valued affine (linear) function defined on this polyhedron. A linear programming algorithm finds a point in the polytope where this function has the smallest (or largest) value if such a point exists. Linear programs are problems that can be expressed in canonical form as : \begin & \text ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Solver (computer Science)
A solver is a piece of mathematical software, possibly in the form of a stand-alone computer program or as a software library, that 'solves' a mathematical problem. A solver takes problem descriptions in some sort of generic form and calculates their solution. In a solver, the emphasis is on creating a program or library that can easily be applied to other problems of similar type. Solver types Types of problems with existing dedicated solvers include: * Linear and non-linear equations. In the case of a single equation, the "solver" is more appropriately called a root-finding algorithm. * Systems of linear equations. * Nonlinear systems. * Systems of polynomial equations, which are a special case of non linear systems, better solved by specific solvers. * Linear and non-linear optimisation problems * Systems of ordinary differential equations * Systems of differential algebraic equations * Boolean satisfiability problems, including SAT solvers * Quantified boolean formula sol ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
CPLEX
IBM ILOG CPLEX Optimization Studio (often informally referred to simply as CPLEX) is an optimization software package. In 2004, the work on CPLEX earned the first INFORMS Impact Prize. History The CPLEX Optimizer was named for the simplex method as implemented in the C programming language, although today it also supports other types of mathematical optimization and offers interfaces other than C. It was originally developed by Robert E. Bixby and sold commercially from 1988 by CPLEX Optimization Inc. This was acquired by ILOG in 1997 and ILOG was subsequently acquired by IBM in January 2009. CPLEX continues to be actively developed by IBM. Features The IBM ILOG CPLEX Optimizer solves integer programming problems, very large linear programming problems using either primal or dual variants of the simplex method or the barrier interior point method, convex and non-convex quadratic programming problems, and convex quadratically constrained problems (solved via second- ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
FortMP
FortMP is a software package for solving large-scale optimization problems. It solves linear programming Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear function#As a polynomial function, li ... problems, quadratic programming problems and mixed integer programming problems (both linear and quadratic). Its robustness has been explored and published in the Mathematical Programming journal. FortMP is available as a standalone executable that accepts input in MPS format and as a library with interfaces in C and Fortran. It is also supported in the AMPL modeling system. The main algorithms implemented in FortMP are the primal and dual simplex algorithms using sparse matrices. These are supplemented for large problems and quadratic programming problems by interior point methods. Mixed integer programming problems ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
