{"title":"3.IBM随机规划系统","authors":"A. King, S. E. Wright, G. Parija, R. Entriken","doi":"10.1137/1.9780898718799.ch3","DOIUrl":null,"url":null,"abstract":"IBM’s stochastic programming product, Optimization Solutions and Library Stochastic Extensions (OSLSE), was developed at IBM Research’s Thomas J. Watson Research Center in Yorktown Heights, New York, during 1990–2002. It is a library of subroutines that may be linked with user-written C/C++ programs to model and solve multiperiod stochastic linear programs with recourse. Features include quadratic objectives, integer variables, empirical tree generation, and a flexible nested decomposition solver. A parallel version of the nested decomposition solver is also available. The current version (version 3) has been extensively revised from its initial 1998 release. It now uses the OSL version 3 C/C++ infrastructure for problem data management and solver utilities. OSLSE may be freely downloaded with a 60-day try-and-buy license from the OSL website, http://www-3.ibm.com/software/data/bi/osl/index.html. Free academic licenses are available for students and academic researchers.","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"3. The IBM Stochastic Programming System\",\"authors\":\"A. King, S. E. Wright, G. Parija, R. Entriken\",\"doi\":\"10.1137/1.9780898718799.ch3\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"IBM’s stochastic programming product, Optimization Solutions and Library Stochastic Extensions (OSLSE), was developed at IBM Research’s Thomas J. Watson Research Center in Yorktown Heights, New York, during 1990–2002. It is a library of subroutines that may be linked with user-written C/C++ programs to model and solve multiperiod stochastic linear programs with recourse. Features include quadratic objectives, integer variables, empirical tree generation, and a flexible nested decomposition solver. A parallel version of the nested decomposition solver is also available. The current version (version 3) has been extensively revised from its initial 1998 release. It now uses the OSL version 3 C/C++ infrastructure for problem data management and solver utilities. OSLSE may be freely downloaded with a 60-day try-and-buy license from the OSL website, http://www-3.ibm.com/software/data/bi/osl/index.html. Free academic licenses are available for students and academic researchers.\",\"PeriodicalId\":403781,\"journal\":{\"name\":\"Applications of Stochastic Programming\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applications of Stochastic Programming\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1137/1.9780898718799.ch3\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applications of Stochastic Programming","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/1.9780898718799.ch3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
摘要
IBM的随机编程产品,优化解决方案和库随机扩展(OSLSE),是在1990-2002年期间在纽约Yorktown Heights的IBM研究院Thomas J. Watson研究中心开发的。它是一个子程序库,可以与用户编写的C/ c++程序链接,以建模和求解具有追索权的多周期随机线性程序。功能包括二次目标、整数变量、经验树生成和灵活的嵌套分解求解器。嵌套分解求解器的并行版本也可用。目前的版本(第3版)已经从最初的1998年版本进行了广泛的修订。它现在使用OSL版本3的C/ c++基础结构进行问题数据管理和求解工具。osse可以从OSL网站http://www-3.ibm.com/software/data/bi/osl/index.html免费下载,并附带60天的试用和购买许可。学生和学术研究人员可以获得免费的学术许可。
IBM’s stochastic programming product, Optimization Solutions and Library Stochastic Extensions (OSLSE), was developed at IBM Research’s Thomas J. Watson Research Center in Yorktown Heights, New York, during 1990–2002. It is a library of subroutines that may be linked with user-written C/C++ programs to model and solve multiperiod stochastic linear programs with recourse. Features include quadratic objectives, integer variables, empirical tree generation, and a flexible nested decomposition solver. A parallel version of the nested decomposition solver is also available. The current version (version 3) has been extensively revised from its initial 1998 release. It now uses the OSL version 3 C/C++ infrastructure for problem data management and solver utilities. OSLSE may be freely downloaded with a 60-day try-and-buy license from the OSL website, http://www-3.ibm.com/software/data/bi/osl/index.html. Free academic licenses are available for students and academic researchers.