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About: FortSP     Goto   Sponge   NotDistinct   Permalink

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Type: Thingsoftwareschema:CreativeWorkworkwikidata:Q386724Softwareyago:Abstraction100002137yago:Code106355894yago:CodingSystem106353757yago:Communication100033020yago:Writing106359877yago:WrittenCommunication106349220yago:Software106566077 New Facet based on Instances of this Class

FortSP is a software package for solving stochastic programming (SP) problems. It solves scenario-based SP problems with recourse as well as problems with chance constraints and integrated chance constraints. FortSP is available as a standalone executable that accepts input in SMPS format and as a library with an interface in the C programming language.