MOPTA 2005
COIN-OR Stochastic Modeling
Interface
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Enables communication of
stochastic data and
solutions between
modeling environments
and solvers
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Alan King, Project Manager
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Christian Condevaux-
Lanloy, key developer
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SMI generates the deterministic equivalent of a multiperiod stochastic program for any OSI compatible solver.
It implements the scenario and independent discrete distribution formats of the Stochastic MPS standard.
Users:
It is being used primarily by academics building models to research properties of stochastic programs.