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DOE OSTI · code-175326

SPAROW: Stochastic Programming and Related Optimization Workflows

Abstract

SAND2026-16703O SPAROW: Stochastic Programming and Related Optimization Workflows is a Python library tool that facilitates the development and solution of stochastic programming problems. It provides a user-friendly class structure for defining stochastic programs through scenario-based representations of uncertainties. SPAROW incorporates multiple optimization strategies, including integer programming with all scenarios, progressive hedging, Benders decomposition, and Snoglode, a novel technique developed by Carnegie Mellon University. It also features interfaces to external solvers and functions that are commonly used in analysis workflows, making it applicable to a wide range of scientific and engineering design challenges, particularly in power grid planning. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

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BibTeXRIS

Hart, William [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States); Sandia National Lab. (SNL-CA), Livermore, CA (United States)], Kilwein, Zachary [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)], Viens, Matthew [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)], Alfant, Rachael [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)]. 2026-01-14. SPAROW: Stochastic Programming and Related Optimization Workflows. https://doi.org/10.11578/dc.20260211.8

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