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.).
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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)