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NEOS Interfaces to DSP

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DSP

The NEOS Server offers DSP for the solution of stochastic mixed-integer programming problems in SMPS format.

DSP was developed and is maintained by Kibaek Kim and Victor Zavala of the Mathematics and Computer Science Division of Argonne National Laboratory. Additional resources are available at the DSP website. Documentation for DSP is available online.

References:


Using the NEOS Server for DSP/SMPS


DSP can also read a model provided in SMPS files (see above reference). In this format, a model is defined by three files: core, time, and stochastic with file extensions of .cor, .tim, and .sto, respectively. The core file defines the deterministic version of the model with a single reference scenario; the time file indicates a row and a column that split the deterministic data and stochastic data in the constraint matrix; the stochastic file defines random data.

Users may also optionally provide a parameter file for DSP (default settings). Setting the MIP or QP solvers in this file will override your choices in the form below.

Web Submission Form
DSP Algorithm
Select an algorithm.
Deterministic equivalent form
Benders decomposition
Dual decomposition
DSP MIP solver
Select a MIP solver.
CPLEX
SCIP
DSP QP solver
Select a QP solver.
CPLEX
OOQP
Core file
Uplaod the SMPS core file
Time file
Upload the SMPS time file
Stocastic file
Upload the SMPS stochastic file
Options file
Upload an options file (optional)
Comments
Return solution file
Additional Settings


E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.