Utility routines for working with the SMPS Input Format for Stochastic Linear Programs

This file contains a number of utility routines for dealing with the extended SMPS format. There are routines to read the core, time and stoch files as well as routines for building event trees from marginal distributions and through sampling routines. A variety of random number generators for uniform, discrete, normal, lognormal, and gamma distributions is also included. The package is implemented in Fortran 90. Please report any bugs you find to me.

Postscript file: SMPSReader.zip 142,415 bytes (Don't forget to enable to Load to Disk).