A Standard Input Format for Multiperiod Stochastic Linear Programs

J.R. Birge
Department of Industrial and Operations Engineering
University of Michigan, Ann Arbor, USA

M.A.H. Dempster
Department of Mathematics, Statistics and Computing Sciences
Dalhousie University, Halifax, Canada
and Balliol College, Oxford, England

H.I. Gassmann
School of Business Administration
Dalhousie University, Halifax, Canada

E.A. Gunn
Department of Industrial Engineering
Technical University of Nova Scotia, Halifax, Canada

A.J. King
International Institute for Applied Systems Analysis
Laxenburg, Austria

S.W. Wallace
Chr. Michelsen Institute, Bergen, Norway

Abstract

Data conventions for the automatic input of multiperiod stochastic linear programs are described. The input format is based on the MPSX standard and is designed to promote the efficient conversion of originally deterministic problems by introducing stochastic variants in separate files. A flexible ``header'' syntax generates a useful variety of stochastic dependencies. An extension using the NETGEN format is proposed for stochastic network programs.

Appeared in: COAL Newsletter #17, 1987, pp.1--19.

Postscript file: smps.ps 146129 bytes (Don't forget to enable to Load to Disk).

See also the paper with E. Schweitzer, which describes recently proposed extensions to this format.

Horand.Gassmann@dal.ca