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Stochastic Programming Methods and Technical Applications pp 329–344Cite as

On Solving Stochastic Linear Programming Problems

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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 458))

Abstract

Solving a stochastic linear programming (SLP) problem involves selecting an SLP solver, transmitting the model data to the solver and retrieving and interpreting the results. After shortly introducing the SLP model classes in the first part of the paper we give a general discussion of these various facets of solving SLP problems. The second part consists of an overview on the model—solver connection as implemented in SLP—IOR, our model management system for SLP. Finally we summarize the main features and capabilities of the solvers in the collection of solvers presently connected to SLP—IOR.

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Author information

Authors and Affiliations

  1. IOR, University of Zurich, Moussonstr. 15, CH-8044, Zürich, Switzerland

    P. Kall & J. Mayer

Authors
  1. P. Kall
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  2. J. Mayer
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Editor information

Editors and Affiliations

  1. Fakultät für Luft- und Raumfahrttechnik, Universität der Bundeswehr München, D-85577, Neubiberg/München, Germany

    Kurt Marti

  2. Institut für Operations Research, Universität Zürich, Moussonstraße 15, CH-8044, Zürich, Switzerland

    Peter Kall

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© 1998 Springer-Verlag Berlin Heidelberg

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Kall, P., Mayer, J. (1998). On Solving Stochastic Linear Programming Problems. In: Marti, K., Kall, P. (eds) Stochastic Programming Methods and Technical Applications. Lecture Notes in Economics and Mathematical Systems, vol 458. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45767-8_20

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  • DOI: https://doi.org/10.1007/978-3-642-45767-8_20

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-63924-4

  • Online ISBN: 978-3-642-45767-8

  • eBook Packages: Springer Book Archive

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