[Coin-announce] Stochastic Modeling Interface adds stochastic quadratric programming capability

Alan King kingaj at us.ibm.com
Tue Mar 11 12:20:39 EDT 2014


As some of you may know, Smi (Stochastic Modeling Interface) has the
capability to assemble
stochastic linear programs based on scenario trees.

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.

Comments welcome!

Alan
-------------------------------------------------------
Alan King
Research Staff Member
Business Solutions & Mathematical Sciences
IBM Thomas J. Watson Research Center
914 945 1236 (o)  914 260 9888 (m)
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