Complete Table of Contents
[
User's Guide
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Reference Section
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Sample Problems
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Sample Code
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Bibliography
]
Stochastic Solutions User's Guide
Overview of IBM Stochastic Solutions
Use of the IBM Stochastic Solutions Solver
The Stochastic Solutions Callable Modules
Scenarios Data Structure
Organization of Storage: the SPL-file
Stochastic Models
Building Scenario Trees from Simulations
User Access to Stochastic Solution Data Structures
Stochastic Mathematical Programming System (SMPS)
Format for Stochastic Linear Programs
Problem Statement
SMPS Header Line.
SMPS Format for Linear Programs
Core File
MPS Data line for LP
Core file layout in SMPS
Core file - example
Time File
Time file - example
Stoch File
Stoch file - header lines
Independent Discrete Distributions
Independent Discrete format
Uniform Distribution
Uniform Distribution Format
Normal Distribution
Normal Distribution Format
Block Independent Distributions
Independent Block format
Linear Transformations
Linear Transformation format
Scenarios
An Example Event Tree
Scenarios Format
The Flexible Decomposition Solver
Sochastic Solutions Reference
The Solver
Data Structures
usrCoreData
usrStoch
usrNode
usrNodeData
The User Callable Modules
ekks_AddEvent
ekks_AddScenario
ekks_AddToTree
ekks_BendersLSolve
ekks_ChangeProbability
ekks_CreateCore
ekks_DescribeModel
ekks_FreeStructure
ekks_GetCoreData
ekks_GetNodeData
ekks_GetPointerToDistribution
ekks_GetPointerToSolution
ekks_GetScenarioFromTree
ekks_GetScenarioTree
ekks_GetSolution
ekks_GetStochasticData
ekks_InitializeApplication
ekks_InitializeOSL
ekks_InitializeTree
ekks_ProblemType
ekks_PutStochasticData
ekks_ReadMPS
Messages
History and Acknowledgements
Example Problems and Code
A collection of sample problems
Problem
KandW3
Problem statement
Formulation
Test problem data
Solution
Problem
PROD_MIX
Problem statement
Formulation
Test problem data
Solution
Problem
LandS
Problem statement
Formulation
Test problem data
Solution
Problem
HYDRO
Problem statement
Formulation
Test problem data
Solution
Problem
CAP
Problem statement
formulation
Test problem data
Solution
Guide to the Driver Source Codes
Driver illustrating Tree Construction Subroutines
Driver Illustrating SMPS Input
Direct Solution by
exsolv
Post Solution Processing
Sample Driver Coding
exsmps.c
exsgbds.c
exsolv.c
exsdst.c
exsgbdt.c
Bibliography
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