Stochastic Programming in the New Century
نویسنده
چکیده
Introduction With IBM's new commercial release of a general-purpose solver, stochastic programming is finally moving out of the research laboratories and into the field. The focus is now on methods and technologies that support the ''practical art'' of stochastic programming. In this simple article, I will present the basic features of IBM's stochastic programming solver as they may concern practitioners and also discuss two new developments in modeling languages and stochastic integer programming. The Optimization Center at IBM's Thomas J. Watson Research Center has been very active in stochastic programming since the early 1990's, in consulting projects, building specialized optimization software, and scientific developments. I have participated in these developments from the beginning, as mathematician, consultant, software engineer, and programmer! I was the technical leader for the team who developed IBM's new stochastic programming product, a team that included Dr Robert Entriken and Professor Stephen E. Wright, and now, Dr Gyana Parija.
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تاریخ انتشار 2001