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Stochastic Programming FTP Archive

This page provides access to a set of WATSON pension fund management test problems, with random coefficients generated according to two different procedures - independent scenario generation and conditional scenario generation.

Please download the readme file in Postscript format for further details of the test problems. All files are compressed (.gz suffix) and sizes are in kilobytes.

 Independent ScenariosConditional Scenarios
Time FilestimeWAT_10.I.gztimeWAT_10.C.gz
Core filescoreWAT_10.I.gz (12k)coreWAT_10.C.gz (12k)

Watson Test Problems
# of ScenariosIndependent ScenariosConditional Scenarios
16stochWAT_10.16.I.gz (60k)stochWAT_10.16.C.gz (60k)
32stochWAT_10.32.I.gz (104k)stochWAT_10.32.C.gz (100k)
64stochWAT_10.64.I.gz (180k)stochWAT_10.64.C.gz (180k)
128stochWAT_10.128.I.gz (308k)stochWAT_10.128.C.gz (296k)
256stochWAT_10.256.I.gz (516k)stochWAT_10.256.C.gz (488k)
512stochWAT_10.512.I.gz (816k)stochWAT_10.512.C.gz (764k)
768stochWAT_10.768.I.gz (1240k)stochWAT_10.768.C.gz (1152k)
1024stochWAT_10.1024.I.gz (1612k)stochWAT_10.1024.C.gz (1520k)
1152stochWAT_10.1152.I.gz (1812k)stochWAT_10.1152.C.gz (1704k)
1536stochWAT_10.1536.I.gz (2412k)stochWAT_10.1536.C.gz (2256k)
1920stochWAT_10.1920.I.gz (3008k)stochWAT_10.1920.C.gz (2828k)
2304stochWAT_10.2304.C.gz (3380k)
2688stochWAT_10.2688.C.gz (3940k)

Further enquiries regarding this suite of test problems may be made to James Scott.

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