SUTIL is a C and C++ library to help users build and manipulate stochastic programs. SUTIL was written by Joe Czyzyk of Northwestern University and Jeff Linderoth and Jierui Shen of Lehigh University.
SUTIL is available from this website (CORAL). By downloading software from this site, you agree to the terms of the license agreement, which is the Common Public License Version 0.5 Please read it before downloading the software.
View the License Agreement and Download the Software
J. T. Linderoth and S. J. Wright, (2003). ``Implementing a Decomposition
Algorithm for Stochastic Programming on a Computational Grid,''
Computational Optimization and Applications, special issue on
Stochastic Programming, 24:207-250.
J. T. Linderoth, A. Shapiro, and S. J. Wright, (2005).
The Empirical Behavior of
Sampling Methods for Stochastic Programming, Annals of Operations
Research, forthcoming.
If you would like to report a "feature" in the SUTIL library, please visit and register at the COR@L Bugzilla page, then send an email to jtl3@lehigh.edu so that you can be registered as an SUTIL user.