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MWL-Shaped

Solving Stochastic Linear Programming problems on Metacomputing Platforms.
Jeff Linderoth and Stephen Wright

MWLShaped is a program that will solve the two-stage stochastic linear recourse problem with fixed recourse. Mathematically, the problem is posed as



A variation on the well-known cutting-plane-based L-shaped method is used as the solution procedure. This algorithmic strategy has been adapted to run in the metacomputing environment with the MW framework. Extremely large instances can be solved in a reasonable amount of computing time.

More information on L-Shaped :



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Last modified: Mon Jul 3 23:14:28 CDT 2000