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Test-Problem Collection for Stochastic Linear Programming

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

You are welcome to download any and all of the problems and descriptions. I only ask that you send me an email and tell me how you are using the test set. This is for my own statistical use, as well as to keep track of the users, in case there is an error that needs correcting. Thank you.

Download the manuscript (.ps,.pdf)

Download the Entire Set (SMPS files and manuscript)(.tar.gz, .tar.bz2, .zip)

Application Problem Type*Number of
Number of
Test Cases
SMPS files
airlift airlift scheduling 2 stage MISLP 25; 25 2 .tar.gz
assets asset management 2 stage network SLP 100; 37,500 2 .tar.gz
bonds investment planning multistage SLP various 8 .tar.gz
cargo cargo scheduling 2 stage MI network
linear or nonlinear
2^n for n=0,4,5,...,15 13 .tar.gz
chem industrial design 2 stage, MISLP 2 1 .tar.gz
electric investment planning 2 stage SLP 3 1 .tar.gz
environ environmental planning 2 stage SLP 5; 5; 15; 1,200;1,875;
3,780; 5,292; 8,232; 32,928
9 .tar.gz
phone network planning 2 stage network MISLP 32,768 1 .tar.gz
stocfor forest planning multistage SLP 1; 64; 512 3 .tar.gz
*Key: SLP=Stochastic Linear Program; MI=Mixed Integer

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You may find my email address in the following directory.

Page author: Andy Felt

Last modified: 26 Feb., 2003

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