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- FortSP 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.".
- FortSP computingPlatform Cross-platform.
- FortSP genre List_of_numerical_analysis_software.
- FortSP genre Operations_research.
- FortSP license Proprietary_software.
- FortSP status "Active".
- FortSP wikiPageExternalLink www.optirisk-systems.com.
- FortSP wikiPageExternalLink products_fortsp.asp.
- FortSP wikiPageID "21519760".
- FortSP wikiPageRevisionID "359854937".
- FortSP developer "OptiRisk Systems".
- FortSP genre List_of_numerical_analysis_software.
- FortSP genre Operations_research.
- FortSP hasPhotoCollection FortSP.
- FortSP license Proprietary_software.
- FortSP name "FortSP".
- FortSP platform Cross-platform.
- FortSP status "Active".
- FortSP website products_fortsp.asp.
- FortSP subject Category:Mathematical_optimization_software.
- FortSP subject Category:Numerical_software.
- FortSP type Abstraction100002137.
- FortSP type Code106355894.
- FortSP type CodingSystem106353757.
- FortSP type Communication100033020.
- FortSP type Software106566077.
- FortSP type Writing106359877.
- FortSP type WrittenCommunication106349220.
- FortSP type Software.
- FortSP type Work.
- FortSP type CreativeWork.
- FortSP type InformationEntity.
- FortSP 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.".
- FortSP label "FortSP".
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- FortSP sameAs Q5470696.
- FortSP sameAs Q5470696.
- FortSP sameAs FortSP.
- FortSP wasDerivedFrom FortSP?oldid=359854937.
- FortSP homepage products_fortsp.asp.
- FortSP isPrimaryTopicOf FortSP.
- FortSP name "FortSP".