NEOS solver, a web-based stochastic programming solver (including MSLip, see below). Accepts electronic problem submission in SMPS format. URL: http://www-neos.mcs.anl.gov/

IBM Optimization Subroutine Library (OSL) commercial grade software for multi-stage stochastic linear programming, with free academic license. Contact URL: http://www6.software.ibm.com/es/oslv2/features/welcome.htm

Natural Gas Planning: An Application of Stochastic Linear Programming-- a web-based interactive case study by NEOS at URL: http://www-fp.mcs.anl.gov/otc/Guide/CaseStudies/slp/index.html

MSLiP, a FORTRAN code for multistage stochastic programming, supporting an arbitrary number of time periods and various types of random structures for the input data, and implementing nested benders decomposition. Problem input must be in SMPS format. Developed by Dr. H.I. Gassmann, Dalhousie University, Halifax, Nova Scotia,Canada. See the URL: http://ttg.sba.dal.ca/sba/profs/hgassmann/usrguide.html

RAQS (Rapid Analysis of Queueing Systems) software developed at the Center for Computer Aided Manufacturing, Oklahoma State University, by Shankar Sivaramakrishnan and Girish Shirhatti, under the guidance of Dr. Manjunath Kamath. This software and a user guide can be downloaded from the internet at http://www.okstate.edu/cocim/raqs. Click here for the user guide in pdf format.

Math Programming Modeling Languages:

• AMPL. Student edition with Cplex 7.0 available at the URL: http://www.ampl.com/cm/cs/what/ampl/index.html
• MPL for Windows and OptiMax 2000, free student editions with Cplex 7.0 available at the URL: http://www.maximal-usa.com/. A portion of the MPL user manual in pdf format can be downloaded here.
• Visual Xpress-MP, free student edition available at the URL: http://www.dashoptimization.com/products_interfaces_vxstudent.html
• GAMS (General Algebraic Modeling System), demo version available at the URL: http://www.gams.com/ (US) or http://www.gams.de/ (Europe)
• EZMod, with demov version that can be downloaded at the URL: http://www.modellium.com/

AMPL and MPL have planned extensions for stochastic programming.

APL: Code written in the APL language will be used to demonstrate some of the algorithms with small examples. Click here for a list of downloadable runtime versions of this code.

to SS home page

http://asrl.ecn.uiowa.edu/dbricker/ss_software.html

dennis-bricker@uiowa.edu

Last modified: 19 January 2002