Projects such as this one are maintained by a small group of volunteers under the auspices of the non-profit COIN-OR Foundation and we need your help! Please consider sponsoring our activities or volunteering to help!
This file is auto-generated from config.yml using the generate_readme script. To make changes, please edit config.yml or the generation scripts here and here.
Smi (Stochastic Modeling Interface) is an interface for problems in which
uncertainty and optimization appear together. It is intended to be like
Osi in the sense that an SmiXX object is
derived from a base class that takes care of a number of commonly encountered
programming issues, like handling probability distributions, managing problem
generation, and interacting with solvers to obtain solution information.
Smi implements a multiperiod scenario stochastic programming object called
SmiScnModel. It supports
- a reader for Stochastic MPS (SMPS) files,
- generating scenario trees directly from paths and from discrete random variables,
- generating the deterministic equivalent problem, which can be solved by any Osi-compatible solver, and
- getting solution data by stage and scenario.
Smi is written in C++ and is released as open source under the Eclipse Public License 2.0.
It is distributed under the auspices of the COIN-OR Foundation
The Smi development site is https://github.com/coin-or/Smi.
There is a Docker image that provides Smi, as well as other projects in the COIN-OR Optimization Suite here
For newer releases, binaries will be made available as assets attached to releases in Github here. Older binaries are archived as part of Smi here.
Due to license incompatibilities, pre-compiled binaries may lack some functionality. If binaries are not available for your platform for the latest version and you would like to request them to be built and posted, feel free to let us know in the discussion formum.
Source code can be obtained either by
- Downloading a snapshot of the source code for the latest release version of Smi from the releases page.
- Cloning this repository from Github or
- Using the coinbrew script to get the project and all dependencies (recommended, see below).
Below is a quick start guide for building on common platforms. More detailed build instructions are here.
Smi has a number of dependencies, which are detailed in
config.yml. Dependencies on other COIN-OR projects are
automatically downloaded when obtaining the source with coinbrew. For some
of the remaining third-party dependencies, automatic download scripts and
build wrappers are provided (and will also be automatically run for required
and recommended dependencies), while other libraries that are aeasy to obtain
must be installed using an appropriate package manager (or may come with your
OS by default).
The quick start assumes you are in a bash shell.
To download and build Smi from source, execute the following on the command line.
wget https://raw.githubusercontent.com/coin-or/coinbrew/master/coinbrew
chmod u+x coinbrew
./coinbrew fetch Smi@master
./coinbrew build Smi
For more detailed instructions on coinbrew, see https://coin-or.github.io/coinbrew.
The coinbrew script will fetch the additional projects specified in the Dependencies section of config.yml.
- Download the source code, e.g., by cloning the git repo https://github.com/coin-or/Smi
- Download and install the source code for the dependencies listed in config.yml
- Build the code as follows (make sure to set PKG_CONFIG_PTH to install directory for dependencies).
./configure -C
make
make test
make install
The examples directory has a number of use cases. stoch.cpp contains
several distinct examples of input styles; it reads instances from
Data-Stochastic if that is
available. The flopcpp_examples directory has examples that use
FlopC++. After building and installing
Smi, they can be built by running make in the corresponding subdirectory of
the build directory, e.g.,
cd build/Smi/master/examples
make
./stoch
If you have Doxygen available, you can build a HTML documentation by typing
make doxydoc
in the build directory. If Smi was built via coinbrew, then the build
directory will be ./build/Smi/master by default. The doxygen documentation main file
is found at <build-dir>/doxydoc/html/index.html.
If you don't have doxygen installed locally, you can use also find the
documentation here.