Proposed Extensions to the SMPS Input Format for Stochastic Linear Programs


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

E. Schweitzer
Kupat Holim Klalit-Health Insurance Institution
101 Arlozorov St., Tel Aviv, Israel
and
Department of Technology Management
Center for Technological Education, Holon, Israel


Abstract

Based on the MPS standard for linear programs, data conventions for the description of multistage stochastic linear programs were described by Birge et al. This paper proposes extensions to the so-called SMPS standard, in order to address shortcomings identified by researchers around the world in several years of working with the standard.

Dalhousie School of Business Administration Working Paper WP--96--1.

Postscript file: smps_ext.ps 263770 bytes (Don't forget to enable to Load to Disk).

Horand.Gassmann@dal.ca