ngraph.sparse-collection
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Subset of the University of Florida sparse matrix collection
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# LPnetlib/lp_stocfor1
UF Sparse Matrix Collection, Tim Davis
http://www.cise.ufl.edu/research/sparse/matrices/LPnetlib/lp_stocfor1
[Netlib LP problem stocfor1: minimize c'*x, where Ax=b, lo<=x<=hi]
id: 695
date: 1988
author: G. Gassmann
ed: D. Gay
fields: title name A b id aux kind date author ed notes
aux: c lo hi z0
kind: linear programming problem
notes:
A Netlib LP problem, in lp/data. For more information
send email to netlib.gov with the message:
send index from lp
send readme from lp/data
The following are relevant excerpts from lp/data/readme (by David M. Gay):
The column and nonzero counts in the PROBLEM SUMMARY TABLE below exclude
slack and surplus columns and the right-hand side vector, but include
the cost row. We have omitted other free rows and all but the first
right-hand side vector, as noted below. The byte count is for the
MPS compressed file; it includes a newline character at the end of each
line. These files start with a blank initial line intended to prevent
mail programs from discarding any of the data. The BR column indicates
whether a problem has bounds or ranges: B stands for "has bounds", R
for "has ranges".
The optimal value is from MINOS version 5.3 (of Sept. 1988)
running on a VAX with default options.
PROBLEM SUMMARY TABLE
Name Rows Cols Nonzeros Bytes BR Optimal Value
STOCFOR1 118 111 474 4247 -4.1131976219E+04
STOCFOR1,2,3 are stochastic forestry problems from Gus Gassmann. To
quote Gus, "All of them are seven-period descriptions of a forestry
problem with a random occurrence of forest fires, and the size varies
according to the number of realizations you use in each period."
STOCFOR1 "is the deterministic version, STOCFOR2 has 2 realizations
each in periods 2 to 7, and the monster STOCFOR3 has 4,4,4,2,2, and 2
realizations, respectively." The compressed form of STOCFOR3 would be
652846 bytes long, so requesting STOCFOR3 will instead get you a bundle
of about 174 kilobytes that includes source for Gus's program, the
data files for generating STOCFOR3 and a summary of "A Standard
Input Format for Multistage Stochastic Linear Programs" by J.R. Birge,
M.A.H. Dempster, H.I. Gassmann, E.A. Gunn, A.J. King, and S.W. Wallace
[COAL Newsletter No. 17 (Dec. 1987), pp. 1-19]. Data files are also
included for generating versions of STOCFOR1,2 that have more decimal
places than the versions in lp/data.
Added to Netlib on 25 June 1988
