SMPS generation of cap problems
Author: Siavash Tabrizian - [email protected]
This code generate stochastic instances from the famous deterministic capacitated facility location instances of OR-library [1]. The method that is used to generate random variables is similar to [2]. In this code the instance is generated in the SMPS format which is the main format for represetation of stochastic programs.
1 - J.E. Beasley. OR-Library: Distributing test problems by electronic mail.J. Oper. Res. Soc.,41:1069–1072, 1990.http://people.brunel.ac.uk/~mastjjb/jeb/orlib/capinfo.html.
2 - Bodur, Merve, et al. "Strengthened benders cuts for stochastic integer programs with continuous recourse." INFORMS Journal on Computing 29.1 (2017): 77-91.