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stochastic_programming.rst

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Stochastic Programming in Pyomo

There are two extensions for modeling and solving Stochastic Programs in Pyomo. Both are currently distributed as independent Python packages. PySP was the original extension (and up through Pyomo 5.7.3 was distributed as part of Pyomo). You can find the documentation here:

https://pysp.readthedocs.io

In 2020, the PySP developers released the mpi-sppy package, which reimplemented much of the functionality from PySP in a new scalable framework built on top of MPI and the mpi4py package. Future development of stochastic programming capabilities is occurring in mpi-sppy. The documentation is available here:

https://mpi-sppy.readthedocs.io