SLPTESTSET: Test-Problem Collection for Stochastic Linear Programming This is a modern test-problem collection for stochastic programming, with emphasis on a close connection between the test problems and their associated real world applications. The problem descriptions were collected from the literature, with focus on variety of problem structure and application. Each of the 11 problems has a short description, mathematical problem statement, and notational reconciliation to a standard problem format. In addition, there are 21 specific test cases with data in SMPS format. The test set is expanding. Indeed, submissions of new problems and descriptions from colleagues are encouraged.
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References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
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- DeMiguel, Victor; Murray, Walter: A local convergence analysis of bilevel decomposition algorithms (2006)
- Kall, Peter; Mayer, János: Some insights into the solution algorithms for SLP problems (2006)
- Ariyawansa, K.A.; Cacho, C.; Felt, A.J.: A family of stochastic programming test problems based on a model for tactical manpower planning (2005)
- Ariyawansa, K.A.; Felt, Andrew J.: On a new collection of stochastic linear programming test problems (2004)