SAMPL

SAMPL shares all language features with AMPL, and adds some constructs specifically designed for expressing scenario based stochastic programming and robust optimization.

To express scenario-based SP problems, additional constructs describe the tree structure and group the decision variable into stages.

It supports many popular 32- and 64-bit platforms including Windows, Linux and Mac OS X.

[6] The following is the SAMPL version of a simple problem (Dakota[7]), to show the SP related constructs.

Regarding robust optimization problems, the needed solver depend on the specific formulation used, as Ben-Tal and Nemirovski formulation need a second-order cone capable solver.