A collection of stochastic programming problems.
Sources:
- posts: A (PO)rtable (S)tochastic programming (T)est (S)et (POSTS)
- rand: Randomly generated problems
- saphir: Gas portfolio planning problem
- siplib: A Stochastic Integer Programming Test Problem Library
- slptestset: Test-Problem Collection for Stochastic Linear Programming
- watson: WATSON pension fund management test problems
- wright: SP problems by Stephen Wright
The posts, rand, saphir and slptestset problems have been used in the paper "A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition" by Victor Zverovich, Csaba I. Fábián, Eldon F. D. Ellison, and Gautam Mitra, Mathematical Programming Computation, September 2012, Volume 4, Issue 3, pp 211-238.