The NEOS Server offers BNBS for the solution of multi-stage stochastic LP problems. The problems have to be in SMPS format. Note that names should start with a letter.
BNBS uses a "Bouncing" Nested Benders Solver (decomposition). It utilizes either CPLEX, SOPLEX, or GLPK as LP solver. For more information on the algorithm, see the BNBS homepage.
The BNBS algorithm was developed by Fredrik Altenstedt.
This solver was implemented by Hans Mittelmann and executes at
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