Large 2-stage stochastic optimization instances

This page contains large 2-stage stochastic optimization instances used in the following paper:

  • J. Castro, P. de la Lama, A new interior-point approach for large separable convex quadratic two-stage stochastic problems, Optimization Methods & Software, accepted, 2020, DOI:10.1080/10556788.2020.1841190. Also available as Research Report UPC-DEIO-JC-2020-01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2020.

    A description of the instances and results with BlockIP and CPLEX can be found in the above paper.

    You can find the instances and reproduce the results in the paper form the following zip file (follow instructions in the included README file):

  • Large 2-stage stochastic optimization instances: 2-stoch-prog-IPM.zip.

    If you don't want to generate the instances, you can find MPS files for all the instances in the paper from this large (3.2 Gb) file. If you have problems with permissions downloading the above file sent an e-mail to Jordi Castro.