SPInE
SPInE is an integrated modelling and solving tool for stochastic programming. SPInE is deployed to build, solve and analyse stochastic models for supply chain planning and agricultural planning, as well as a wide range of financial applications. Asset & liability management, portfolio selection, pension fund management models can be easily implemented within SPInE as the system is designed to communicate with virtually any commercial or customized scenario generator.
Key Features
Optimisation under Uncertainty
SPInE can be used to investigate a large family of models for optimisation under uncertainty, including:
- Chance Constrained Problems
- Two-stage Stochastic Programming problems
- Multistage Stochastic Programming problems
Powerful Modelling
The modelling subsystem of the SPInE environment is based on our stochastic programming extensions SMPL and SAMPL, which extend the leading algebraic modelling languages MPL and 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 chance constrained programming models. The modelling subsystem is able to generate model data in the SMPS format representation, giving SPInE the ability to link any external solver which supports this standard.
Powerful solving
Closely coupled with the modelling system, SPInE embeds a stochastic solver, which incorporates alternative solution algorithms including:
- Benders' decomposition
- Lagrangean relaxation
The solver is also capable of computing good discrete feasible solutions to "real world" instances of mixed integer SP models. Deterministic equivalent instances may be also constructed and solved using the Interior Point Method (IPM).
Powerful analysis
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. By supporting the ODBC standard for database connection, commercial systems can be used to link SPInE with scenario generators as well as to 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.
Customisable
The modular architecture of SPInE makes it easy to embed the various systems' components into customized applications; taken together, the components comprise a flexible platform for building vertical solutions.
Platforms
- Currently SPInE is available for Windows NT/2000
- Other platforms are under development. Contact us for more information.
Installation
From Downloads
Download SPInE-SAMPL Setup.exe and run the file in your computer. Follow the online instruction to complete the installation.
From CD
Insert the CD into the CD ROM Drive. The setup program will start automatically. Follow the online instructions to complete the installation.
If auto start didn’t work then double click the SPInE-SAMPL Setup.exe in the CD.