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20 changes: 20 additions & 0 deletions examples/scmnd/README
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This directory contains test instances for a stochastic multicommodity network
design problem.

Instances stored in Data folder has name convention as scmnd_N_E_K_S,
where
N:nodes,
E:arcs,
K:commodities,
S:scenarios.

The problem formulation

min_{y,x} \sum_{e\in E} f_e y_e + \sum_{s\in S} \sum_{e\in E} \sum_{k\in K} Pr(s) c_e^{ks}_e y^{ks}_e
s.t. \sum_{e\in E^{in}_i} x^{ks}_e - \sum_{e\in E^{out}_i} x^{ks}_e = d^{ks}_i
\sum_{k\in K} x^{ks}_e <= u_e y_e
x^{ks}_i >= 0
y_e \in {0, 1} **

** ReferenceModel.py implements linear relaxation.
** Change the DesignArcVar from UnitInterval to Binary to solve the MILP
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