Contributed by Nan Kong
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 problem formulation is described in [1]. The problems have mixed-integer variables in both stages.
DATA:
The SMPS data for the three problem instances are contained in the zip file sizes.zip. The zip file includes 1 core and 3 stoch files corresponding to three scenario numbers (3,5, and 10). The zip file also includes the deterministic equivalent of the 3 instances in MPS format. The size of the deterministic equivalent problem for three instances are tabulated below.
|
Problem |
Scen |
Cols |
Rows |
Binaries |
|
SIZES3 |
3 |
300 |
124 |
40 |
|
SIZES5 |
5 |
450 |
186 |
60 |
|
SIZES10 |
10 |
825 |
341 |
110 |
SOLUTION:
The following table presents the objective function value and performance statistics obtained using the CPLEX 7.0 MIP solver on a DELL Workstation PWS with 2 GB RAM and 2.2 GHz processor. The operating system is Windows 2000. We did some proper preprocessing, namely coefficient reduction. The absolute and relative MIP gaps are 0 for the CPLEX MIP solver. All other options are with CPLEX default values.
|
Problem |
Obj |
With Preprocessing |
Without Preprocessing |
||||
|
Iter |
Nodes |
CPU |
Iter |
Nodes |
CPU |
||
|
SIZES3 |
2.2443432´105 |
2595 |
198 |
0.33 |
6047 |
347 |
0.77 |
|
SIZES5 |
2.24486´105 |
15044 |
1148 |
2.14 |
113036 |
8638 |
16.36 |
|
SIZES10 |
2.245643´105 |
6246157 |
406369 |
1152.69 |
- |
- |
>104 |
REFERENCES:
[1] S. Jorjani, C. H. Scott, and D. L. Woodruff. Selection of an optimal subset of sizes. Technical report, University of California, Davis, CA, 1995.