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ROV LARGE SCALE RISK OPTIMIZER Details

ROV LARGE SCALE RISK OPTIMIZER (LSRO)
ROV LARGE SCALE RISK OPTIMIZER (LSRO) is both a standalone tool written in C++ for the purposes of performing large scale optimization, as well as a set of DLL or dynamic link libraries that can be called from other proprietary software tools (C++ and C#.NET software). This large scale optimizer can be used to run hundreds of thousands of decision variables in linear and nonlinear models and resides as a standalone tool. Contact us for more information on this Software Development Kit (SDK) and LSRO applications.