Asynchronous Lagragian Scenario Decompostion: SMIP Instances

This repository contains stochastic mixed-integer programming (SMIP) instances for developing/testing/benchmarking solution algorithms. The SMIP instances are in SMPS format with fixed column width and 'EXPLICIT' period declaration. Instances are organized in 4 tar files:

• 'DCAP.tar': 12 two-stage stochastic integer programs arising in dynamic capacity acquisition and allocation applications, part of SIPLIB, but re-formatted in this work.
• 'SSLP.tar': 7 two-stage stochastic mixed-integer programs arising in stochastic server location problems, part of SIPLIB, but re-formatted in this work.
• 'WECC.tar':  24 stochastic unit commitment instances of the Western Electricity Coordinating Council (WECC) system.
• 'CWE.tar': 24 stochastic unit commitment instances for the Central Western European (CWE) system.

Citation
If you find the WECC or CWE instances in this repository useful in your work, we kindly request that you cite the following paper:

@article{AravenaPapavasiliou2020,
author = {Ignacio Aravena and Anthony Papavasiliou},
title = {Asynchronous Lagrangian Scenario Decomposition},
journal = {Mathematical Programming Computation},
volume = {},
number = {},
pages = {},
year = {2020},
doi = {10.1007/s12532-020-00185-4},
}

If you find the DCAP or SSLP instances useful, instead, please follow instructions for citation here.

Acknowledgement
This work was partially funded by the ENGIE Chair on Energy Economics and Energy Risk Management, by the Universite catholique de Louvain through an FSR grant, and by the U.S. Department of Energy through the Lawrence Livermore National Laboratory under contract DE-AC52-07NA27344.