Structure-Conveying Modelling Language SML User's Guide
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Introduction 31 Installation 41.1 Third-party software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .41.2 Con guration Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .51.3 Running SML . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .52 Structured Problems 62.1 Example Problem 1: Survivable Network Design . . . . . . . . . . . . . . . . . . . . . . .62.1.1 Standard modelling language formulation . . . . . . . . . . . . . . . . . . . . . . .72.2 Example Problem 2: Asset and Liability Management . . . . . . . . . . . . . . . . . . . .82.3 Identifying the structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .92.3.1 MSND Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .92.4 Stochastic Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .102.4.1 ALM Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .103 SML Keywords 113.1 Blocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .113.2 Stochastic Blocks and Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .114 Advanced Topics 134.1 Solver Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .134.1.1 Data structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .134.1.2 Basic Use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .134.1.3 API . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .144.1.4 Returning the solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .154.2 Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .16Bibliography 182
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