FortSP swMATH ID: 7566 Software Authors: Ellison, E.F.D., Mitra, G., Zverovich, V.; OptiRisk Systems Description: FortSP is a solver for stochastic programming (SP) problems in which the underlying optimisation model is a linear programming problem. It is used as the solver for the SPInE modelling system; FortSP may be used on its own to solve problems presented in SMPS format. FortSP is available as a standalone program and as a library with interface in the C programming language. It has a powerful plugin system for connecting external solvers through the COIN-OR Open Solver Interface (OSI). These embedded solvers are used to optimize the deterministic equivalent problem and also the subproblems in the decomposition methods. Currently supported solvers include CLP, CPLEX and FortMP, other OSI-compatible solvers can be easily connected. Homepage: https://optirisk-systems.com/wp-content/uploads/2018/05/FortspManual.pdf Keywords: FortSP; Stochastic Programming; SP solver Related Software: CPLEX; Julia; PySP; Gurobi; SUTIL; POSTS; SLPTESTSET; MSLiP; InfiniteOpt; POLO.jl; StochasticPrograms.jl; MathOptInterface.jl; SDDP; Pyomo; JuMP; GLPK; FrontLine; LINDO; ddsip; GCG Cited in: 6 Publications all top 5 Cited by 14 Authors 1 Biel, Martin 1 Ellison, Eldon F. D. 1 Fábián, Csaba I. 1 Fourer, Robert 1 Gondzio, Jacek 1 González-Brevis, Pablo 1 Kim, Kibaek 1 Lopes, Leo 1 Mitra, Gautam 1 Munari, Pedro Augusto 1 Özaltın, Osman Y. 1 Sandıkçı, Burhaneddin 1 Zavala, Victor M. 1 Zverovich, Victor Cited in 2 Serials 3 Mathematical Programming Computation 2 INFORMS Journal on Computing Cited in 3 Fields 6 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) Citations by Year