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Hello, maybe someone here can help. I'm looking for publicly-available large-scale (dual/linking columns) block-angular LP test problems. By large scale I mean problems that are actually hard/impossible to solve on modern desktops using state-of-the-art simplex or barrier codes and therefore require a decomposition approach. I'm particularly interested in those where the linking columns are denseish and cause trouble for simplex and barrier. Stochastic programming problems are welcome. These problems exist in the literature and in practice, but I haven't been able to find any publicly-available collections or instances.

Thanks!

asked 16 Dec '11, 22:30

Miles's gravatar image

Miles
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accept rate: 0%


Publicly available SP test sets:

Note that many of these problems are relatively easy to solve with a good IPM solver nowadays.

link

answered 17 Dec '11, 07:10

vitaut's gravatar image

vitaut
32718
accept rate: 20%

edited 17 Dec '11, 07:29

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Asked: 16 Dec '11, 22:30

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Last updated: 17 Dec '11, 07:29

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