Stochastic Programming

Support Tool
AMPLDev is an integrated modelling and solving environment for sto as and determinis rogramming In essen e, it is a gra i al interfa e for AMPL and SAMPL AMPLDev is designed to build, solve and anal se sto as models in a om a t and non fa ous wa AMPLDev is used in develo ing large-s ale o misa on models in wide range of areas in luding su l ain, logis s, rodu on lanning, s eduling, or olio o mi a on, and ris management

What is FortSP?
ortSP is a solver for sto as rogramming SP roblems, in w i t e underl ing o misa on model is a linear rogramming roblem It is used as t e solver for t e SAMPL/AMPLDev modelling s stem IDE ; ortSP is available as a standalone rogram and as a librar wit C rogramming language interfa e It as a owerful lug-in s stem for onne ng solvers, urrentl su orted solvers are: ortMP, Gurobi and C lex

Key Features
AMPLDev an be used to develo / inves gate a large famil of models for o misa on under un ertaint , in luding: C an e Constrained Problems Integrated C an e Constrained Problems Two-stage Sto as Programming Problems

Scenario analysis Powerful Algorithms

Closel ou led wit t e modelling s stem, AMPLDev in ludes a sto as solver FortSP, w i in or orates alterna ve solu on algorit ms in luding: enders de om osi on Lagrangian relaxa on T e solver is also a able of om u ng good dis rete feasible soluons to real world instan es of mixed integer SP models AMPLDev is ig l versa le and allows t e modeller to erform s enario anal sis, anal sis of Here and Now and t e ex e ted value solu ons Sto as informa on su as t e Ex e ted alue of Perfe t Informa on E PI and t e alue of Sto as Solu on SS are easil om uted su or ng t e D C standard for database onne on, ommer ial s stems an be used to lin AMPLDev wit s enario generators as well as to store and anal se t e a li a on data for o mal solu ons

Level de om osi on

Customisable
T e modular ar ite ture of FortSP solver ma es it eas to embed om onents of various s stems into ustomi ed a ons; AMPLdev, along wit t ese om onents, o ers a exible la orm for building ver al solu ons li a-

What is SAMPL?
SAMPL extends the leading algebraic modelling language AMPL by incorporating syntax that covers the random nature of the problems. SAMPL introduces powerful constructs for formulating complex stochastic programming and integrated chance constrained programming models.

Contact Us
Tel: +91 44 4501 8472 Mobile: +91 98406 18472 Email: info o ris india om

Demos on request