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
Miles |

Publicly available SP test sets: - A POrtable Stochastic programming Test Set (POSTS) by Derek Holmes and John Birge
- Test-Problem Collection for Stochastic Linear Programming by K. Ariyawansa and Andrew Felt
- Test Set by Jeff Linderoth, Alexander Shapiro and Stephen Wright
Note that many of these problems are relatively easy to solve with a good IPM solver nowadays.
answered
vitaut |