RANDOMRHS 2013

Test Instances for Two-Stage Stochastic Integer Programming

This page contains test instances for two-stage stochastic integer programs with stochastic right-hand-sides and nonnegative problem data, i.e., multidimensional knapsack problems with random budgets. The corresponding citation is A. C. Trapp, O. A. Prokopyev, A. J. Schaefer, "On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming," Operations Research, Vol. 61 (2), pp. 498-511, 2013. There are two sets of test instance classes. Test instance classes labeled IC-Kx range across a smaller number of rows, while IC-Tx-y range across a larger number of rows and scenarios. As noted, each IC-Kx test class is comprised of a single instance, whereas each IC-Tx test class is comprised of three instances. All test instances are in SMPS format. Please see documentation for more information about the instances.


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Page last modified September 18, 2015.