A Collection of Multistage Stochastic Linear Programming Test Problems (Version 1)

Abstract

We present a problem data set for stochastic programming, and associated real world applications. The problem descriptions were collected from the literature, with emphasis on variety of problem structure and application. Each problem has a short description, mathematical problem statement, and notational reconciliation to a standard problem format. In addition, most problems have one or more corresponding data files in SMPS1 format.

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Document Details

Document Type
Technical Report
Publication Date
Sep 19, 2000
Accession Number
ADA384441

Entities

People

  • Andrew J. Felt
  • K. A. Ariyawansa

Organizations

  • Washington State University

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Aircrafts
  • Applied Mathematics
  • Computer Programming
  • Equations
  • Fossil Fuels
  • Greenhouse Gases
  • Linear Programming
  • Load Monitoring
  • Low Temperature
  • Mathematics
  • Money
  • Payload
  • Plastic Explosives
  • Probability
  • Probability Distributions
  • Random Variables
  • Standards

Fields of Study

  • Computer science

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Database Systems and Applications
  • Theoretical Analysis.