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SPInE Overview

SPInE ( Stochastic Programming Integrated Environment ) is an integrated modelling and solving environment for stochastic programming, which is designed to build, solve and analyze stochastic models in a compact and non factitious way. The focus on stochastic programming problems gives several advantages over the use a general modelling system, such as the ability to use decomposition methods to solve large scale problems and user friendly ways to define the tree structure.

Key Features

Used for Optimization under uncertainty: SPInE can be used to investigate a large family of models for optimisation under uncertainty, including:

• Chance Constrained Problems
• Integrated Chance Constrained Problems
• Two-stage Stochastic Programming problems and
• Multistage Stochastic Programming problems.

Comes with powerful constructs for formulating complex SP & CCP Models: The modelling subsystem of the SPInE environment is based on our stochastic programming extensions SAMPL, which extends the leading algebraic modelling language AMPL. By combining natural definitions of the randomness of the problems with the existing features of these optimisation systems, such extensions introduce powerful constructs for formulating complex stochastic programming and (integrated) chance constrained programming models.

Supports generating model data in standardized SMPS format: The modelling subsystem is able to generate model data in SMPS format, giving SPInE the ability to link any external solver which supports this standard.

Close coupling with FortMP brings power to modelling environment: Closely coupled with the modelling system, SPInE includes a stochastic solver FortSP, which incorporates alternative solution algorithms such as

• Benders' decomposition
• Level decomposition
• Lagrangean relaxation

Supports solving mixed integer SP models: The solver is also capable of computing good discrete feasible solutions to "real world" instances of mixed integer SP models. Deterministic equivalent instances may also be constructed and solved using the Interior Point Method (IPM).

Versatile SP Modeller: SPInE is sufficiently versatile and allows the modeller to perform scenario analysis, analysis of 'Here and Now' and the 'Expected Value' solutions. Stochastic information such as the ‘Expected Value of Perfect Information’ (EVPI) and the ‘Value of Stochastic Solution’ (VSS) are easily computed.

Comes with ODBC and OLAP interface: By supporting ODBC standard for database connection, commercial systems can be used to link SPInE with scenario generators, as well as store and analyse the application data. The user can also take advantage of multidimensional data viewers, like On-Line Analytical Processing (OLAP) tools, for the analysis of the model data and the corresponding (optimal) solutions.

Modular Architecture simplifies custom application development: The modular architecture of SPInE makes it easy to embed the various systems' components into customized applications, taken together, the components comprising a flexible platform for building vertical solutions.

Supported Platforms:

• All Windows versions
• 64 bit version under development. Contact us for more information