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- Q5470696 subject Q7454864.
- Q5470696 subject Q8612016.
- Q5470696 abstract "FortSP is a software package for solving stochastic programming (SP) problems. It solves scenario-based SP problems with recourse as well as problems with chance constraints and integrated chance constraints. FortSP is available as a standalone executable that accepts input in SMPS format and as a library with an interface in the C programming language.The solution algorithms provided by FortSP include Benders' decomposition and a variant of level decomposition for two-stage problems, nested Benders' decomposition for multistage problems and reformulation of the problem as a deterministic equivalent. There is also an implementation of a cutting-plane algorithm for integrated chance constraints.FortSP supports external linear programming solvers such as CPLEX, FortMP and Gurobi through their library interfaces or nl files. These solvers are used to optimize the deterministic equivalent problem and also the subproblems in the decomposition methods.".
- Q5470696 computingPlatform Q174666.
- Q5470696 genre Q194292.
- Q5470696 genre Q6631529.
- Q5470696 license Q218616.
- Q5470696 status "Active".
- Q5470696 wikiPageExternalLink www.optirisk-systems.com.
- Q5470696 wikiPageExternalLink products_fortsp.asp.
- Q5470696 wikiPageWikiLink Q12071934.
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- Q5470696 wikiPageWikiLink Q174666.
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- Q5470696 wikiPageWikiLink Q218616.
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- Q5470696 wikiPageWikiLink Q5470693.
- Q5470696 wikiPageWikiLink Q5620239.
- Q5470696 wikiPageWikiLink Q6631529.
- Q5470696 wikiPageWikiLink Q7454864.
- Q5470696 wikiPageWikiLink Q7617831.
- Q5470696 wikiPageWikiLink Q8612016.
- Q5470696 genre Q194292.
- Q5470696 genre Q6631529.
- Q5470696 license Q218616.
- Q5470696 name "FortSP".
- Q5470696 platform Q174666.
- Q5470696 status "Active".
- Q5470696 website products_fortsp.asp.
- Q5470696 type CreativeWork.
- Q5470696 type Software.
- Q5470696 type Work.
- Q5470696 type Thing.
- Q5470696 type Q386724.
- Q5470696 type Q7397.
- Q5470696 comment "FortSP is a software package for solving stochastic programming (SP) problems. It solves scenario-based SP problems with recourse as well as problems with chance constraints and integrated chance constraints.".
- Q5470696 label "FortSP".
- Q5470696 homepage products_fortsp.asp.
- Q5470696 name "FortSP".