Stochastic Optimization Limited
Effective Management of Uncertainty
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Dynamic Outer Approximation Sampling Algorithm

About DOASA

Dynamic Outer Approximation Sampling Algorithm (DOASA) is a software tool developed for solving multi-stage stochastic linear programming problems with a specific structure. It uses the SDDP methodology for representing these problems as dynamic programming problems. More information about DOASA can be found in this information sheet.

EMI DOASA

A version of DOASA that is configured to solve New Zealand hydro-thermal scheduling problems will soon be available for free download from the New Zealand Electricity Authority. This model is integrated with the Electricity Authority EMI system. The version of DOASA in this system assumes a stagewise independent inflow process, and mininizes expected thermal fuel and shortage costs over a time horizon of weekly time steps. More information on EMI DOASA can be found in this information sheet.

Risk Averse DOASA

A version of DOASA that models risk aversion using coherent risk measures (such as conditional value at risk) is available for license from SOL. More details can be found on the EPOC website.

Advanced inflow models

SOL is developing a version of DOASA that uses an inflow model with improved stagewise dependence. This will be released early in 2017.