SMI -- COIN-OR Stochastic Modeling Interface


About SMI
English (USA)

Stochastic Modeling Interface is an open source project in COIN to support modeling and solution of stochastic programs. It is for problems in which uncertainty and optimization appear together. There are many modeling and algorithmic approaches that could belong here, like: recourse programming, chance constrained programming, stochastic control and dynamic programming, robust optimization, etc, etc.

SMI is intended to be like OSI in the sense that an SmiXX object is an implementation derived from a base class that takes care of a number of commonly encountered programming issues, like handling probability distributions, managing problem generation, interacting with solvers to obtain solution information, etc. It is fully integrated into the COIN and CLP classes.

To see the collection of prior postings to the list, visit the SMI Archives.

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