[Coin-standards] Unconstrained stage

Leonardo B Lopes leo at iems.nwu.edu
Fri Aug 16 18:37:47 EDT 2002


One of the examples I am using in my current paper is the Klaassen, 
Shapiro and Spitz currency options problem (Section 2.4 in Ariyawansa 
and Felt's collection). That problem has no explicit constraints until 
the last stage.

Of course, it is possible to reformulate the problem in many different 
ways to get around this fact. But I think it shows that it is reasonable 
to allow for the case where there are no explicit constraints in a given 
stage. Is there a way to express this using SMPS? The problem comes up 
with the TIME file. Each meaningful record in that file should be the 
first row and first column of the stage. But if the stage has no rows, 
what should be done? Maybe insert a free ('N') row in the first stage? 
Also, is this implemented in any SMPS parsers? Is there a trick? For 
example, could I list the first row of the next non-empty stage as the 
entry for the empty stage?

More importantly for this discussion, does it make sense to allow 
unconstrained stages? From my perspective it does, but I wonder what 
others think.

Thanks,
Leo.

-- 
=======================================================================
Leonardo B. Lopes                                      leo at iems.nwu.edu
Ph.D. Candidate                                           (847)491-8470
IEMS - Northwestern University             http://www.iems.nwu.edu/~leo




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