Stochastic Optimization
Current Projects
You can find the current projects here
SLP-IOR
SLP-IOR is a model management system for stochastic linear programming. The scope of SLP-IOR includes two-stage and multistage recourse problems, problems with separate and joint chance constraints, and problems involving integrated chance constraints or CVaR constraints/objective.
| Software |
The student version of the software may be obtained in a or a After unzipping the downloaded archive please double click the resulting exe to start the installation process. Note: this version cannot solve arbitrarily large problems, a feature restriction built in on purpose! |
| Download the full version of the software SLP-IOR. Download the full version of the software SLP-IOR. Please follow the instructions. Attention: Registration required! | |
| Quickstart Guide |
This serves as introduction to using SLP–IOR. The goal is to facilitate the user's first steps with this modeling system. The user's guide contains the system's complete description (see next entry). |
| User's Guide |
If you would like to download the latest version (2.3.4) of the user's guide (PDF document), you can do so |
| SLP-IOR Tutorials |
Tutorials (short movies), created by Humberto Bortolossi, showing how to install, configure and solve SLP problems with SLP-IOR can be found here |
The book "Stochastic linear programming"
The PDF file
contains hints and errata concerning the second edition of P.Kall and J.Mayer's book "Stochastic linear programming", published by Springer in 2010. This file is updated on a regular basis.