An XML-Based Schema for Stochastic Programs

This paper describes a proposed format to record instances of stochastic programs. It forms part of a larger XML-based schema that is designed to allow the expression of essentially any type of mathematical program within a unifying framework. A wide variety of different linear and nonlinear stochastic programs can be handled, and the paper describes in detail how this is done. Screen captures and sample problems illustrate the use of the schema.