SIPLIB: A Stochastic Integer Programming Test Problem Library
Version 1.0 (December 2004)
Overview:
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. Where available, information on the underlying problem formulation
and known solution is also included.
Problem Sets:
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
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
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.
Comments and Feedback: sahmed@isye.gatech.edu