sci.op-research

Hi,

I am looking to choose modelling software and a solver for an
commercial application. The problem will have some integer variables.

A) The model to be implemented concerns minimization of a resource
cost and relies on two stochastic components, the prices and the
consumption. So I am looking for modelling software enabling me to
formulate a stochastic problem, relying on the software to be able to
convert it into a deterministic problem, solvable by standard solvers.

B) For other projects I have used scripting modelling software as
GAMS. For the same project i needed to do a lot of preprocessing of
the data before giving it to GAMS. I found it really annoying that I
had to keep the preprocessing in one language (which was actually
capable of numeric manipulation) and construct the model in another
(where i could construct the model and match the indexes and sets
automatically). I would really like to find a way to do both..

So I am trying to find modelling software that satisfies both A and B
and so far i have established that ILOG Cplex satisfy B through its
"concert technology" and that Mosel-Xpress satifies A, with its Xpress-
SP.

So Im' asking, Is that correct? Cant I hope to satisfy both at the
same time ?


Looking forward to your answers! ;)