A (PO)rtable (S)tochastic programming (T)est (S)et (POSTS). POSTS is a small test set of stochastic programming recourse problems (SLP) designed to highlight different qualities of general linear recourse problems. This test set is meant as a common test bed for reporting the computational characteristics of state-of-the-art SLP algorithms and their implementations. The problems are generally extendible to an arbitrary number of periods and scenarios. Each is given in standard SMPS format (Birge, at. al.).
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Gondzio, Jacek; González-Brevis, Pablo; Munari, Pedro: Large-scale optimization with the primal-dual column generation method (2016)
- Colombo, Marco; Grothey, Andreas: A decomposition-based crash-start for stochastic programming (2013)
- Zverovich, Victor; Fábián, Csaba I.; Ellison, Eldon F. D.; Mitra, Gautam: A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (2012)