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QPLIB: a library of quadratic programming instances

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5846.pdf (562.0Kb)
Date
2019
Notes
Le PDF est la pré-publication (version soumise)
Dewey
Probabilités et mathématiques appliquées
Sujet
Instance library; Quadratic programming; Mixed-Integer Quadratically Constrained Quadratic Programming; Binary quadratic programming
Journal issue
Mathematical Programming Computation
Volume
11
Number
2
Publication date
06-2019
Article pages
237-265
DOI
http://dx.doi.org/10.1007/s12532-018-0147-4
URI
https://basepub.dauphine.fr/handle/123456789/19154
Collections
  • LAMSADE : Publications
Metadata
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Author
Furini, Fabio
989 Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Traversi, Emiliano
994 Laboratoire d'Informatique de Paris-Nord [LIPN]
Belotti, Pietro
115536 autre
Frangioni, Antonio
87913 Dipartimento di Informatica [Pisa]
Gleixner, Ambros
121710 Optimization Department [ZIB]
Gould, Nick
115536 autre
Liberti, Leo
2071 Laboratoire d'informatique de l'École polytechnique [Palaiseau] [LIX]
Lodi, Andrea
115536 autre
Misener, Ruth
19159 Department of Computing
Mittelmann, Hans
107728 School of Mathematical and Statistical Sciences
Sahinidis, Nikolaos V.
7115 Department of Chemical Engineering
Vigerske, Stefan
115536 autre
Wiegele, Angelika
244640 Institut für Mathematik, Alpen-Adria-Universität Klagenfurt, Austria
Type
Article accepté pour publication ou publié
Abstract (EN)
This paper describes a new instance library for quadratic programming (QP), i.e., the family of continuous and (mixed)-integer optimization problems where the objective function and/or the constraints are quadratic. QP is a very diverse class of problems, comprising sub-classes ranging from trivial to undecidable. This diversity is reflected in the variety of QP solution methods, ranging from entirely combinatorial approaches to completely continuous algorithms, including many methods for which both aspects are fundamental. Selecting a set of instances of QP that is at the same time not overwhelmingly onerous but sufficiently challenging for the different, interested communities is therefore important. We propose a simple taxonomy for QP instances leading to a systematic problem selection mechanism. We then briefly survey the field of QP, giving an overview of theory, methods and solvers. Finally, we describe how the library was put together, and detail its final contents.

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