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 COINOR 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 OSIcompatible solvers can be easily connected. 
Homepage: 
https://optirisksystems.com/wpcontent/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
