POSTS

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.).