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Preprocessing in stochastic programming: The case of linear programs. (English) Zbl 0760.90074
This paper is concerned with the construction of a number of tools that can be of use in the formulation of stochastic linear programming problems with random right-hand sides. In particular, computational methods are given for the evaluation of certain basic properties of stochastic linear programs, especially relatively complete recourse. Concrete numerical testing routines (experimental software) are examined and several computational results are presented.

MSC:
90C15 Stochastic programming
90C05 Linear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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