On a New Collection of Stochastic Linear Programming Test Problems
On a New Collection of Stochastic Linear Programming Test Problems
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DOI：
10.1287/ijoc.1030.0037
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发表时间：
2004-06
期刊：
影响因子：
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通讯作者：
K. A. Ariyawansa;Andrew J. Felt;J. Lenstra
中科院分区：
文献类型：
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作者：
K. A. Ariyawansa;Andrew J. Felt;J. Lenstra
本文的目的是介绍作者最近开始组装的随机线性规划的新测试问题集合。虽然存在现有的随机编程测试问题集合，但我们的新集合具有三个与现有集合不同的特征。首先，我们的收藏是基于网络的，可以免费公开访问，并且我们打算随着新的测试问题的出现而丰富它。事实上，我们鼓励提交新的测试问题。其次，在收集的同时，我们还提供了问题的文档，以便研究人员可以快速找到有关每个家庭的信息，而无需阅读原始资料。第三，我们收集的所有数据均以 SMPS（Birge 等人 1987 年，Gassmann 和 Schweitzer 2001 年）格式提供。在本文中，我们介绍了随机线性程序，简要描述了当前测试问题集合中的每个问题系列，并描述了该集合附带的文档。
The purpose of this paper is to introduce a new test-problem collection for stochastic linear programming that the authors have recently begun to assemble. While there are existing stochastic programming test-problem collections, our new collection has three features that distinguish it from existing collections. First, our collection is web-based with free public access, and we intend to enrich it as new test problems become available. Indeed, we encourage submissions of new test problems. Second, along with the collection we provide documentation of the problems, so that researchers can quickly find information about each family without reading through the original source. Third, all of the data in our collection are provided in SMPS (Birge et al. 1987, Gassmann and Schweitzer 2001) format. In this paper, we provide an introduction to the stochastic linear program, give a brief description of each problem family currently in the test-problem collection, and describe the documentation that accompanies the collection.