The SMPS format explained

Autor: Horand I. Gassmann, Bjarni Kristjánsson
Rok vydání: 2007
Předmět:
Zdroj: IMA Journal of Management Mathematics. 19:347-377
ISSN: 1471-6798
1471-678X
Popis: Stochastic programming is an active area of research due to recent advances in computing power. However, for benchmarking and comparison of algorithms it is essential to have a way of exchanging test problem sets. The situation was best described by Klingman et al. (1974) who write: “One of the problems . . . in trying to benchmark codes based on different methodologies . . . [is] their lack of uniformity for input specification. This nonstandardization of problem specification . . . is most frustrating and has hampered benchmarking since researchers are reluctant to recode their input routines.” Klingman et al. (1974) were writing about network problems, but their remarks could justifiably be applied to stochastic programming as well. The SMPS format is available to describe stochastic linear and quadratic programs (LP and QP, respectively). It is based on the well-known MPS format (Argonne National Laboratory, 1996), the de facto standard for linear programs, and has gone through several revisions (see Birge et al., 1987; Edwards, 1988; Gassmann, 2005; Gassmann & Schweitzer, 2001). While it is widely used, SMPS does not enjoy universal acceptance. Part of the reason is that the record-based structure of MPS is deemed to be overly rigid and limiting, but we feel that at least in part the reason is a lack of examples that describe the many and varied constructs of the SMPS format. We will explain most of the current features of SMPS using sample problems. Many of these problems have appeared in the literature. Length restrictions prohibit the inclusion of complete examples in every instance, so in places we will only show the most salient features of a model. Data files giving the full examples can be downloaded from the first author’s web site (myweb.dal.ca/gassmann/ RESEARCH.html).
Databáze: OpenAIRE
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