The NEOS Server offers SD for the solution of two-stage stochastic LP problems with recourse.
The problems have to be in
SD uses stochastic decomposition. It utilizes CPLEX as LP solver.
The SD algorithm was developed by Suvrajeet Sen and Yifan Liu. See this
This solver was implemented by
Hans Mittelmann and executes at
Using the NEOS Server for SD
The user must submit a stochastic LP in
Note that names should start with a letter.
SD cannot handle integer constraints.
This is the default configuration file.
Examples of problems in the SMPS format accepted by SD can be found
A link to a zipfile containing all the outputfiles generated by the solver is at the end of the screen output.