<s>
SAMPL	B-Application
,	O
which	O
stands	O
for	O
"	O
Stochastic	O
AMPL	B-Language
"	O
,	O
is	O
an	O
algebraic	B-Application
modeling	I-Application
language	I-Application
resulting	O
by	O
expanding	O
the	O
well-known	O
language	O
AMPL	B-Language
with	O
extended	O
syntax	O
and	O
keywords	O
.	O
</s>
<s>
It	O
is	O
designed	O
specifically	O
for	O
representing	O
stochastic	B-Algorithm
programming	I-Algorithm
problems	O
and	O
,	O
through	O
recent	O
extensions	O
,	O
problems	O
with	O
chance	O
constraints	O
,	O
integrated	O
chance	O
constraints	O
and	O
robust	O
optimization	O
problems	O
.	O
</s>
<s>
It	O
can	O
generate	O
the	O
deterministic	O
equivalent	O
version	O
of	O
the	O
instances	O
,	O
using	O
all	O
the	O
solvers	O
AMPL	B-Language
connects	O
to	O
,	O
or	O
generate	O
an	O
SMPS	O
representation	O
and	O
use	O
specialized	O
decomposition	O
based	O
solvers	O
,	O
like	O
FortSP	B-Application
.	O
</s>
<s>
SAMPL	B-Application
shares	O
all	O
language	O
features	O
with	O
AMPL	B-Language
,	O
and	O
adds	O
some	O
constructs	O
specifically	O
designed	O
for	O
expressing	O
scenario	O
based	O
stochastic	B-Algorithm
programming	I-Algorithm
and	O
robust	O
optimization	O
.	O
</s>
<s>
Using	O
these	O
language	O
constructs	O
allows	O
to	O
retain	O
the	O
structure	O
of	O
the	O
problem	O
,	O
hence	O
making	O
it	O
available	O
to	O
the	O
solvers	O
,	O
which	O
might	O
exploit	O
it	O
using	O
specialized	O
decomposition	O
methods	O
like	O
Benders	B-Algorithm
 '	I-Algorithm
decomposition	I-Algorithm
to	O
speed-up	O
the	O
solution	O
.	O
</s>
<s>
SAMPL	B-Application
supports	O
constructs	O
to	O
describe	O
three	O
types	O
of	O
robust	O
optimization	O
formulations	O
:	O
</s>
<s>
SAMPL	B-Application
is	O
currently	O
available	O
as	O
a	O
part	O
of	O
the	O
software	O
AMPLDev	O
(	O
distributed	O
by	O
)	O
.	O
</s>
<s>
It	O
supports	O
many	O
popular	O
32	O
-	O
and	O
64-bit	O
platforms	O
including	O
Windows	O
,	O
Linux	B-Application
and	O
Mac	B-Operating_System
OS	I-Operating_System
X	I-Operating_System
.	O
</s>
<s>
The	O
following	O
is	O
the	O
SAMPL	B-Application
version	O
of	O
a	O
simple	O
problem	O
(	O
Dakota	O
)	O
,	O
to	O
show	O
the	O
SP	O
related	O
constructs	O
.	O
</s>
<s>
It	O
does	O
not	O
include	O
the	O
data	O
file	O
,	O
which	O
follows	O
the	O
normal	O
AMPL	B-Language
syntax	O
(	O
see	O
the	O
example	O
provided	O
in	O
the	O
AMPL	B-Language
Wikipedia	O
page	O
for	O
further	O
reference	O
)	O
.	O
</s>
<s>
SAMPL	B-Application
instance	O
level	O
format	O
for	O
SP	O
problems	O
is	O
SMPS	O
,	O
and	O
therefore	O
the	O
problem	O
can	O
be	O
solved	O
by	O
any	O
solver	O
which	O
supports	O
that	O
standard	O
.	O
</s>
<s>
One	O
of	O
such	O
solvers	O
(	O
FortSP	B-Application
)	O
is	O
included	O
in	O
the	O
standard	O
SAMPL	B-Application
distribution	O
.	O
</s>
<s>
Regarding	O
robust	O
optimization	O
problems	O
,	O
the	O
needed	O
solver	O
depend	O
on	O
the	O
specific	O
formulation	O
used	O
,	O
as	O
Ben-Tal	O
and	O
Nemirovski	O
formulation	O
need	O
a	O
second-order	B-Algorithm
cone	I-Algorithm
capable	O
solver	O
.	O
</s>
