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IMA Journal of Management Mathematics Advance Access originally published online on March 6, 2007
IMA Journal of Management Mathematics 2008 19(4):347-377; doi:10.1093/imaman/dpm007
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© The authors 2007. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

This article appears in the following IMA Journal of Management Mathematics issue: Special Issue Stochastic Programming [View the issue table of contents]

The SMPS format explained

Horand I. Gassmann{dagger}

School of Business Administration, Dalhousie University, Halifax, Canada

Bjarni Kristjánsson{ddagger}

Maximal Software, Inc., 2111 Wilson Boulevard, Suite 700, Arlington, VA 22201, USA

{dagger} Email: hgassman{at}mgmt.dal.ca

{ddagger} Email: bjarni{at}maximalsoftware.com

Accepted on 31 January 2007.

Recent extensions to the SMPS format have vastly increased the range of stochastic linear programs that can be expressed within the format. This paper illustrates some of the features of SMPS using sample problems from the literature. For each problem, we give the general mathematical formulation, a small illustrative instance and the SMPS core, time and stoch files.

Keywords: SMPS format; stochastic programming; input format; examples


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