Complete Table of Contents

• Stochastic Extensions User's Guide
  • Overview of IBM Stochastic Extensions
         The Stochastic Extensions Modules
         Scenarios Data Structure
         Organization of Storage: the SPL-file
         Stochastic Models
         Building Scenario Trees from Simulations
         User Access to Stochastic Extensions Data Structures
  • Stochastic Mathematical Programming System (SMPS) Format
    for Stochastic Linear Programs
         Problem Statement      SMPS Header Line.
         SMPS Format for Linear Programs
              Core File      Data line      File layout      Example
              Time File      Example
  • Stoch File
         Stoch file - header lines
         Independent Discrete Distributions      Format
         Uniform Distribution                           Format
         Normal Distribution                            Format
         Block Independent Distributions         Format
         Linear Transformations                       Format
         Scenarios      Example Event Tree       Format
  • The Flexible Decomposition Solver
         The Quadratic Solver
         Parametric Analysis
• Reference Section
  • Data Structures
         usrCoreData      usrStoch      usrNode      usrNodeData
  • The Stochastic Extensions Modules
    Select module: ekks_AddEvent ekks_AddScenario ekks_AddToTree ekks_AllocateMemory ekks_BendersLSolve ekks_ChangeProbability ekks_CloseCallBack ekks_CreateCore ekks_CutModelAtStage ekks_CutModelByNode ekks_CutModelByRow ekks_DefineParametricModel ekks_DeleteVirtualFile ekks_DescribeModel ekks_DistributionAtTreeNode ekks_FreeStructure ekks_GatherSubmodelSolutions ekks_GetCoreData ekks_GetDualSolution ekks_GetNodeData ekks_GetPointerToDistribution ekks_GetPointerToSolution ekks_GetScenarioFromTree ekks_GetScenarioTree ekks_GetSolution ekks_GetStochasticData ekkse_InitializeApplication ekkse_InitializeOSL ekks_InitializeTree ekkse_NestedLSolve ekks_PassModelToOSL ekks_ProblemType ekks_PutStochasticData ekks_ReadMPS ekks_RegisterCallBack ekks_SetMessage ekks_SolveParametricModel
  • Messages
  • History and Acknowledgements
• Example Problems and Code
  • A collection of sample problems
         Problem KandW3          Statement      Formulation      Data      Solution
         Problem PROD_MIX      Statement      Formulation      Data      Solution
         Problem LandS            Statement      Formulation      Data      Solution
         Problem HYDRO            Statement      Formulation      Data      Solution
         Problem CAP                Statement      Formulation      Data      Solution
  • Guide to the Driver Source Codes
         Using the Tree Construction Subroutines
         Using the SMPS Input format
         Direct Solution by exsolv
         Post Solution Processing
  • Sample Driver Coding
        exsmps.c     exsgbds.c     exsolv.c     exnest.c     exsdst.c     exsgbdt.c
• Bibliography

[ Top of Page | Previous (Bibliography) | There is no Next File | Roadmap ]