[Os-project-managers] SMPS/Stochastic extensions
Horand Gassmann
Horand.Gassmann at Dal.Ca
Sat Jun 11 06:16:00 EDT 2011
"R. Kipp Martin" <kmartin at chicagobooth.edu> wrote:
Hi Kipp,
I have taken the liberty of including Jun in this discussion by
copying to OS-project-managers, which also allows us to archive for
future use.
> Gus wrote:
>>
>> As far as I know, Smi is the only open-source SMPS parser. There is, of
>> course, the input system for the MSLiP code, which I have been giving away
>> free to researchers, but it's not exactly open-source. If we ever
>> get serious
>> about the stochastic stuff, we should think hard what would be the best way
>> to get started: tweak and debug Smi, translate SMPSReader into C++, try to
>> figure out the Fortran/C++ interface, or just start from scratch.
>
> Several strategy questions:
>
> 1) Should we devote resources to having OS read SMPS or just parse
> an OSiL instance representation of a stochastic optimization problem.
I think it is absolutely essential that we have an SMPS parser. There
are just too many problems in SMPS format out there; if we want people
to use OS/SE, we will have to allow a growth path, just as we provide
an MPS reader for deterministic problems. We can make use of
third-Party code (like Smi or OSI/CoinUtils), but we have to provide
something. Of course the OSiL and SMPS files should both be processed
into the same internal data representation.
> 2) I have started to implement a decomposition algorithm in OS. See
>
> OS/applications/columnGen
>
> I tried to make this fairly generic so it can be applied to both
> Benders and DantzigWolfe kinds of problems. Should we work on making
> this a stochastic solver also?
Having a decomposition solver along with a deterministic equivalent
would be a huge plus. And it would obviously be useful if we can
leverage existing code.
Cheers
gus
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