Full description
The COIN-OR Stochastic Modeling Interface (SMI) is an interface for problems in which uncertainty and optimization appear together. There are many modeling and algorithmic approaches that could belong here, like: recourse programming, chance constrained programming, stochastic control and dynamic programming, robust optimization, etc, etc. SMI is intended to be like OSI in the sense that an SmiXX object is an implementation derived from a base class that takes care of a number of commonly encountered programming issues, like handling probability distributions, managing problem generation, interacting with solvers to obtain solution information, etc.