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
Documentation for DSP is available online.
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.