1989IIASA PURE (International Institute of Applied Systems Analysis)Open access

Stochastic Nonlinear Programming System

N. V. Roenko, Victor Loskutov, Stan Uryasev

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Abstract

This paper contains a detailed description of the Stochastic Nonlinear Programming System (SNLP) intended for solving stochastic optimization problems with simple recourse. This system is a result of collaboration between the Glushkov Institute of Cybernetics (Kiev, USSR) and the International Institute for Applied System Analysis (IIASA) within the framework of the Adaptation and Optimization Project in the System and Decision Sciences Program.

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What this paper is about

This paper contains a detailed description of the Stochastic Nonlinear Programming System (SNLP) intended for solving stochastic optimization problems with simple recourse. This system is a result of collaboration between the Glushkov Institute of Cybernetics (Kiev, USSR) and the International Institute for Applied System Analysis (IIASA) within the framework of the Adaptation and Optimization Project in the System and Decision Sciences Program.

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Available abstract

This paper contains a detailed description of the Stochastic Nonlinear Programming System (SNLP) intended for solving stochastic optimization problems with simple recourse. This system is a result of collaboration between the Glushkov Institute of Cybernetics (Kiev, USSR) and the International Institute for Applied System Analysis (IIASA) within the framework of the Adaptation and Optimization Project in the System and Decision Sciences Program.

Key concepts: Stochastic programming, Cybernetics, Computer science, Simple (philosophy), Stochastic optimization, Nonlinear system, Nonlinear programming, Mathematical optimization

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