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Need large-scale instances for testing your stochastic optimization algorithm? Well, you have come to the right place. Feel free to download the instances and send us feedback and your computational results. Stochastic Mixed-Integer Programming Test Problems: SSCH Test Set: The SSCH suite consists of 10 instances of two-stage strategic supply chain planning problems under uncertainty by Alonso-Ayuso et al. [5] with random recourse. The instances have pure binary first-stage variables, mixed-binary second-stage variables, fixed recourse and discrete distributions. Contributed by: Antonio Alonso-Ayuso. The instances were converted to SMPS format by Lewis Ntaimo and computational results reported in Ntaimo and Sen[3] and Ntaimo and Tanner [4]. Note: We could not induce relatively complete recourse in instances c6 and c9. SSLPR Test Set 1: The SSLPR suite consists of 90 (3 replications per instance size) instances of two-stage stochastic server location problems with random recourse [2]. The instances have pure binary first-stage variables, mixed-binary second-stage variables, fixed tenders, fixed RHS vector and discrete distributions. Contributed by: Lewis Ntaimo. SSLPR Test Set 2: The SSLP suite consists of 70 (5 replications per instance size) instances of two-stage stochastic server location problems [1] with replications. The instances have pure binary first-stage variables, mixed-binary second-stage variables, and discrete distributions. Contributed by: Lewis Ntaimo. SSLP Test Set 1: The SSLP suite consists of 12 instances of a two-stage stochastic mixed-integer programs arising in server location under uncertainty [1]. The instances have pure binary first-stage variables, mixed-binary second-stage variables, and discrete distributions. Contributed by: Lewis Ntaimo and Suvrajeet Sen. Also available at SIPLIB: SSLP Test Set 1 References: [1] Ntaimo, L. and S. Sen, “The Million-Variable ‘March’ for Stochastic Combinatorial Optimization,” Journal of Global Optimization, Vol. 32, No. 3, pp. 385-400, 2005. pdf. [2] Ntaimo, L., “Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse,” under review, Oct 2007. pdf. [3] Ntaimo, L. and S. Sen, “A Comparative Study of Decomposition Algorithms for Stochastic Combinatorial Optimization,” Computational Optimization and Applications Journal, accepted 2006. [4] Ntaimo, L. and M.W. Tanner, “Computations with Disjunctive Cuts for Two-Stage Stochastic Mixed 0-1 Integer Programs,” Journal of Global Optimization, Vol. 41, No. 3, pp.365-384, 2008. pdf [5] Alonso-Ayuso, A., L. F. Escudero , A. Garín , M. T. Ortuño and G. Pérez, An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming, Journal of Global Optimization, Vol. 26, N0.1, p.97-124, 2003. |
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