Test-Problem Collection for Stochastic Linear Programming

Andy Felt, ed.
Department of Mathematics and Computing
University of Wisconsin-Stevens Point

Brief Description

This is a modern test-problem collection for stochastic programming, with emphasis on a close connection between the test problems and their associated real world applications. The problem descriptions were collected from the literature, with focus on variety of problem structure and application.

Each of the 11 problems has a short description, mathematical problem statement, and notational reconciliation to a standard problem format. In addition, there are 21 specific test cases with data in SMPS format. The test set is expanding. Indeed, submissions of new problems and descriptions from colleagues are encouraged.

Visit the Download Page

You are welcome to freely download any and all of the test cases.

Please Contribute

I would love to expand the test set. If you would like to submit a problem, please email me the following:

Data files in SMPS format
A written description in LaTeX, following the format of the other written descriptions. (See the download page.)
- brief description of the application and problem notation
- problem statement, in the same notation
- numerical example, if practical
- reconciliation to the notation of the standard multistage stochastic linear program in the introduction to the other written descriptions
Optimal solutions for each instance.

Other Test Sets

POSTS by Derek Holmes and John Birge

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You may find my email address in the following directory.

Page author: Andy Felt