A Family of Stochastic Programming Test Problems Based on a Model for Tactical Manpower Planning

Ariyawansa and Felt (2001, 2004) have recently created a test problem collection for testing software for stochastic linear programs. This freely-available, web-based collection was originally created with 35 problem instances from 11 problem families representing a variety of application areas. The collection was created with plans for enriching it with problem instances based on different application areas from the research community. The work of Martel and Al-Nuaimi (1973) on manpower planning under uncertain demand represents an application area suitable for creating new problem instances to be added to the collection. The purpose of this paper is to describe the construction of a new family of stochastic programming test problems based on the work of Martel and Al-Nuaimi (1973). As part of our construction, we review the work of Martel and Al-Nuaimi (1973) leading to an extension of their models for which their solution procedure does not apply. The new test problems are based on this extension. We also present solutions to the test problems obtained using the software package CPA (2002) for stochastic programming developed by Ariyawansa, Felt and Sarich. Mathematics Subject Classifications (2000) 90C15, 90C90, 65K05. K. A. Ariyawansa: The work of this author was supported in part by the U.S. Army Research Office under Grant DAAD 19-00-1-0465.