PySP¶
Support for solving multi-stage stochastic programs based on a scenario discretization of the uncertainty.
- Stochastic Programming
- Overview of Modeling Components and Processes
- Birge and Louveaux’s Farmer Problem
- Finding Solutions for Stochastic Models
- Summary of PySP File Names
- Solving Sub-problems in Parallel and/or Remotely
- Generating SMPS Input Files From PySP Models
- Generating DDSIP Input Files From PySP Models
- PySP in scripts
- Introduction to Using Concrete Models with PySP
- rapper: a PySP wrapper
- Bibliography