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