Full description
The COIN-OR Stochastic Modeling Interface (SMI) is an interface for
problems in which uncertainty and optimization appear
together. There are many modeling and algorithmic approaches that
could belong here, like: recourse programming, chance constrained
programming, stochastic control and dynamic programming, robust
optimization, etc, etc. SMI is intended to be like OSI in the sense
that an SmiXX object is an implementation derived from a base class
that takes care of a number of commonly encountered programming
issues, like handling probability distributions, managing problem
generation, interacting with solvers to obtain solution information,
etc.
Packages