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FortSP

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.

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Developer
OptiRisk Systems
License
Proprietary
Platform
Cross-platform
Type
Operations Research Tool, Numerical Software

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FortSP

Nodes10
Edges9
Triples10
Avg. degree1.8
Density0.2
Components1

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FortSP

Top relations

related to External links · 2
FortSP → OptiRisk Systems, Wayback Machine
Developer · 1
FortSP → OptiRisk Systems
License · 1
FortSP → Proprietary
Platform · 1
FortSP → Cross-platform
Type · 1
FortSP → Operations Research Tool, Numerical Software
Website · 1
FortSP → optirisk-systems.com/products/solver-systems/fortsp/
is a · 1
FortSP → software package for solving stochastic programming

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Important terminology

programming problems solvers sp chance constraints integrated library decomposition problem deterministic equivalent also external software optirisk systems cplex fortmp package

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
FortSPDeveloperOptiRisk Systems1.00infobox
FortSPLicenseProprietary1.00infobox
FortSPPlatformCross-platform1.00infobox
FortSPTypeOperations Research Tool, Numerical Software1.00infobox
FortSPWebsiteoptirisk-systems.com/products/solver-systems/fortsp/1.00infobox
FortSPis asoftware package for solving stochastic programming0.90text
CPLEXinstance ofThere is also an implementation of a cutting-plane algorithm for integrated chance constraints.FortSP supports external linear programming solvers0.80text
FortMP through their library interfaces or nl filesinstance ofThere is also an implementation of a cutting-plane algorithm for integrated chance constraints.FortSP supports external linear programming solvers0.80text
FortSPrelated to External linksOptiRisk Systems0.60section
FortSPrelated to External linksWayback Machine0.60section

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