SIPLIB: A Stochastic Integer Programming Test Problem Library

Version 1.0 (August 2002)

Overview:

SIPLIB is a collection of test problems to facilitate computational and algorithmic research in stochastic integer programming. The test problem data is provided in the standard SMPS format. Where available, information on the underlying problem formulation and known solution is also included.

Problem Sets:

The DCAP test set: A collection of 12 two-stage stochastic integer programs arising in dynamic capacity acquisition and allocation under uncertainty. All problem instances have complete recourse, mixed-integer first-stage variables, pure binary second-stage variables, and discrete distributions. Contributed by: Renan Garcia. Last Update: 8/8/2002.

The SEMI test set: The SEMI test problem suite consists of 3 instances of a two-stage multi-period stochastic integer problem arising in the planning of semiconductor tool purchases. The instances have mixed-integer first-stage variables and continuous second-stage variables. Contributed by: Gyana Parija. Last Update: 8/14/2002.

The SIZES test set: The SIZES test problem suite consists of 3 instances of a two-stage multi-period stochastic mixed integer program arising in the product substitution applications. The problems have mixed-integer variables in both stages. The problem formulation and data is from the paper "Selection of an optimal subset of sizes" by S. Jorjani, C. H. Scott, and D. L. Woodruff. Contributed by: Nan Kong. Last Update: 8/19/2002.

Comments and Feedback: sahmed@isye.gatech.edu