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sd

The NEOS Server offers SD for the solution of two-stage stochastic LP problems with recourse. The problems have to be in SMPS format.

SD uses stochastic decomposition. It utilizes CPLEX as LP solver.

The SD algorithm was developed by Suvrajeet Sen and Yifan Liu. See this README.

This solver was implemented by Hans Mittelmann and executes at


Using the NEOS Server for SD

The user must submit a stochastic LP in SMPS format.
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 here.

A link to a zipfile containing all the outputfiles generated by the solver is at the end of the screen output.

Web Submission Form
CORE file
Enter the complete path to the
TIME file
Enter the complete path to the
STOCH file
Enter the complete path to the
Configuration file (optional). Submit modified file for non-default options.
Enter the complete path to the
Comments
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.