FortSP is a software package for solving stochastic programming (SP) problems.
FortSP is available as a standalone executable that accepts input in SMPS format and as a library with an interface in the C programming language.
There is also an implementation of a cutting-plane algorithm for integrated chance constraints.
FortSP supports external linear programming solvers such as CPLEX and FortMP through their library interfaces or nl files.
These solvers are used to optimize the deterministic equivalent problem and also the subproblems in the decomposition methods.