Is OptaPlanner able to model stochastic programs?

Question

At work, we are trying to optimize the number of goods produced to fulfil an uncertain demand. We know the probability distribution of the demand by analyzing the demand that occured before.

In mathematical terms, this problem is a multi-staged stochastic integer program. We are now looking into OptaPlanner to solve it. However, it seems that OptaPlanner does not offer the ability to model and solve this kind of problem. One possibility would be to transform the program into a deterministic problem, that may be solvable, but this would take much time to convert and solve.

So our question is: Can OptaPlanner model this kind of problems and solve them efficiently?

Answer 1

Here's an example of stochastic optimization with OptaPlanner: Investment Portfolio Optimization.