SIPLIB
is a collection of test problems to facilitate computational and algorithmic
research in stochastic integer programming. The test problem data is provided
in the standard SMPS
format unless otherwise mentioned. Where available, information on the
underlying problem formulation and known solution is also included.

The DCAP test
set: A collection of 12 two-stage stochastic integer programs arising
in dynamic capacity acquisition and allocation under uncertainty. All problem
instances have complete recourse, mixed-integer first-stage variables, pure
binary second-stage variables, and discrete distributions. *Contributed by: Renan Garcia. Last Update: 8/8/2002.*

The
EXPUTIL test set: A collection of 9 instances of a single-stage
nonlinear stochastic 0-1 problem, specifically an expected utility knapsack
problem. *Contributed by: Shabbir Ahmed. Last Update:
6/17/2013.*

The
MPTSP test set: A collection of 5 instances of a two stage stochastic 0-1 problem arising in city logistics. *Contributed by:
Luca Gobbato, Guido Perboli and Francesca Maggioni.
Last Update: 02/25/2015.*

The
PROBPORT test set: A collection of 10 instances of a chance
constrained portfolio optimization problem. *Contributed by:
Feng Qiu. Last Update: 10/05/2013.*

The SEMI test
set: The SEMI test problem suite consists of 3 instances of a two-stage
multi-period stochastic integer problem arising in the planning of
semiconductor tool purchases. The instances have mixed-integer first-stage
variables and continuous second-stage variables. *Contributed by: Gyana Parija. Last Update: 8/14/2002.*

The SMKP test
set: The SMKP test problem suite consists of 30 instances of a two-stage
stochastic multiple knapsack problem. The instances of binary first and second
stage variables. *Contributed by: Gustavo Angulo. Last Update: 4/28/2014.*

The SIZES
test set: The SIZES test problem suite consists of 3 instances of a
two-stage multi-period stochastic mixed integer program arising in the product
substitution applications. The problems have mixed-integer variables in both
stages. The problem formulation and data is from the paper "Selection of
an optimal subset of sizes" by S. Jorjani, C. H. Scott, and D. L.
Woodruff. *Contributed by: Nan Kong*.
*Last Update: 8/19/2002*.

The SSLP test
set: The SSLP suite consists of 12 instances of a two-stage stochastic
mixed-integer programs arising in server location under uncertainty. The
problems have pure binary first-stage variables, mixed-binary second-stage
variables, and discrete distributions. *Contributed by: Lewis Ntaimo
and Suvrajeet
Sen. Last Update: 12/20/2004. *

*The VACCINE test set: A
collection of 30 instances of a chance constrained vaccine allocation problem. **Contributed by **Lewis Ntaimo**. Last Update: 10/14/2013**.*

To
cite the test problems in this collection either cite the original papers where
the problems are described or use the following citation:

S. Ahmed, R. Garcia, N. Kong, L. Ntaimo, G. Parija, F. Qiu,
S. Sen. SIPLIB: A Stochastic Integer Programming Test Problem Library. http://www.isye.gatech.edu/~sahmed/siplib,
2015.

*Comments
and Feedback: sahmed@isye.gatech.edu*

*Last update:02/25/2015*