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, for each test problem class we provide a short description, a mathematical problem statement and a notational reconciliation to a standard format. Third, for each test problem instance in our collection we provide numerical data in the SMPS format. In a companion effort we have developed a data structure for implementing algorithms for stochastic linear programs, and C-routines that convert data in SMPS format to that data structure. These routines will also be freely available from the authors soon.
Technical Report 01-4 Department of Mathematics Washington State University Pullman, WA 99164-3113 submitted for review and publication