AMPLDev is an integrated modelling and solving environment for

stochas�c and determinis�c programming. In essence, it is a graph-

ical interface for AMPL and SAMPL. AMPLDev is designed to build,

solve and analyse stochas�c models in a compact and non fac��ous

way. AMPLDev is used in developing large-scale op�misa�on

models in wide range of areas including supply chain, logis�cs,

produc�on planning, scheduling, por"olio op�miza�on, and risk

management.

What is FortSP?

FortSP is a solver for stochas�c programming (SP)

problems, in which the underlying op�misa�on model

is a linear programming problem. It is used as the solv-

er for the SAMPL/AMPLDev modelling system(IDE);

FortSP is available as a standalone program and as a

library with C programming language interface. It has a

powerful plug-in system for connec�ng solvers, cur-

rently supported solvers are: FortMP, Gurobi and

Cplex.

AMPLDev can be used to develop / inves�gate a large

family of models for op�misa�on under uncertainty,

including:

• Chance Constrained Problems

• Integrated Chance Constrained Problems

• Two-stage Stochas�c Programming Problems

Key Features

What is SAMPL?

SAMPL extends the leading algebraic modelling language

AMPL by incorporating syntax that covers the random nature

of the problems. SAMPL introduces powerful constructs for

formulating complex stochastic programming and integrated

chance constrained programming models.

Contact Us

Stochastic Programming

Support Tool

Powerful Algorithms

Closely coupled with the modelling system, AMPLDev includes a

stochas�c solver FortSP, which incorporates alterna�ve solu�on al-

gorithms including:

• Benders' decomposi�on

• Level decomposi�on

• Lagrangian relaxa�on

The solver is also capable of compu�ng good discrete feasible solu-

�ons to real world instances of mixed integer SP models.

Scenario analysis

AMPLDev is highly versa�le and allows the modeller to

perform scenario analysis, analysis of 'Here and Now'

and the 'expected value' solu�ons. Stochas�c

informa�on such as the Expected Value of Perfect

Informa�on (EVPI) and the Value of Stochas�c Solu�on

(VSS) are easily computed. By suppor�ng the ODBC

standard for database connec�on, commercial systems

can be used to link AMPLDev with scenario generators

as well as to store and analyse the applica�on data for

op�mal solu�ons.

Customisable

The modular architecture of FortSP solver makes it easy to embed components of various systems into customized applica-

�ons; AMPLdev, along with these components, offers a flexible pla"orm for building ver�cal solu�ons.

Tel: +91 44 4501 8472

Mobile: +91 98406 18472

Email: info@op�riskindia.com

Demos on request