In this work, a collection of elliptic and parabolic control problems with control and state constraints is described, focusing on the discretization techniques which yield to Nonlinear Programming (NLP) problems having large, sparse and structured Hessian and Jacobian matrices. The collection includes 25 elliptic and parabolic control problem, which are described in detail, reporting the sparsity pattern of the Hessian and Jacobian matrices. The figures depicting the discrete solutions of the elliptic problems are also reported. The AMPL models of the elliptic control problems can be downloaded from the prof. Mittelmann's web page http://plato.asu.edu/ftp/ampl_files/ellip_ampl/ while the ones related to the parabolic ones are downloadable from http://dm.unife.it/~bonettini/ip_pcg/controllo.htm