While working on a library for deriving discrete maximum-entropy distributions recently, I had trouble coming up with good test cases. For that sort of thing, you either have to go flip through textbooks, search for other implementations (and hope they have a decent test suite), or think up problems to solve on pen and paper (which misses the sorts of problems you need numerical techniques to solve).
Even a collection of standard problems and datasets without canonical solutions would be valuable. Then everybody could start collecting results from different pieces of software to see which ones are anomalous. Does a website like that exist?