Language Constructs for Modeling Stochastic Linear Programs

Annals of Operations Research

Volumn 104, Issue 1-4, 2001, Pages 49-66

  Entriken, Robert ^a  

^a ELECTRIC POWER RESEARCH INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035562160     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1013182717628     Document Type: Article

References (8)

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3. T. Brooke and A. Meeraus, GAMS Release 2.25. A Users Guide (The Scientific Press, South San Francisco, CA, 1992).
4. G.B. Dantzig, P.W. Glynn et al., Decomposition techniques for multi-area generation and transmission planning under uncertainty, Report EL-6484, Electrical Systems Division, Electric Power Research Institute, Palo Alto, CA (1989).
5. R. Fourer, D. Gay and B. Kernighan, AMPL - A Modeling Language for Mathematical Programming (The Scientific Press, South San Francisco, CA, 1993).
6. H.L. Gassmann and A.M. Ireland, Scenario formulation in an algebraic modeling language, Annals of Operations Research 59 (1995) 45-76.
7. H.L. Gassmann and A.M. Ireland, On the formulation of stochastic linear programs using algebraic modeling languages, Annals of Operations Research 64 (1996) 83-112.
8. D.L. Olson and S.R. Swenseth, Linear approximation for chance-constrained programming, Journal of the Operational Research Society 38(3) (1987) 261-267.