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.

Back to Andrew Trapp's site
Page last modified September 18, 2015.