11 Mar

Stochastic Modeling Interface Enhancements

The Smi (Stochastic Modeling Interface) has the capability to assemble stochastic linear programs based on scenario trees. Alan King announced that quadratic programming has recently been added to the Smi capabilities. The current stable version 0.94 includes interfaces for constructing a quadratic stochastic program using the core problem / stochastic data paradigm. The unit test contains a use case.