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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)

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