sci.op-research

On 12 Feb., 18:35, Paul Rubin wrote:
> Christian Plum wrote:
> > 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! ;)
>
> Mosel is a modeling language (equivalent in general terms to AMPL or
> GAMS). =A0Xpress is Dash Optimization's solver (comparable to Cplex).
> Dash has a model-building API (BCL) that is on a par with ILOG's
> Concert. =A0So you can write Java or C++ code to do the preprocessing, use=

> either Concert or BCL to build the model (bypassing GAMS), pass the
> model directly to a solver (Cplex or Xpress, assuming the model is
> deterministic) and you're off to the races. =A0I've used both product
> suites and like them both. =A0As to the stochastic part, AFAIK ILOG does
> not have an analog to Xpress-SP.
>
> /Paul- Skjul tekst i anf=F8rselstegn -
>
> - Vis tekst i anf=F8rselstegn -

Thanks,

I was not aware of the BCL API for dash, I hope then that it is
possible to use the special features of Xpress-SP through BSL ?

Does any genuine stochastic optimizers exists ?

/Christian