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QPLIB: A Library of Quadratic Programming Instances

  • 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, the constrains, or both are quadratic. QP is a very diverse class of problems, comprising sub-classes of problems ranging from trivial to undecidable. This diversity is reflected in the variety of solution methods for QP, ranging from entirely combinatorial ones to completely continuous ones, including many 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 many different interested communities is therefore important. We propose a simple taxonomy for QP instances that leads 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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Metadaten
Verfasserangaben:Fabio Furini, Emiliano Traversi, Pietro Belotti, Antonio FrangioniORCiD, Ambros GleixnerORCiD, Nick Gould, Leo Liberti, Andrea LodiORCiD, Ruth Misener, Hans Mittelmann, Nikolaos V. Sahinidis, Stefan Vigerske, Angelika Wiegele
Dokumentart:Artikel
Titel des übergeordneten Werkes (Englisch):Mathematical Programming Computation
Band:11
Ausgabe / Heft:2
Erste Seite:237
Letzte Seite:265
Jahr der Erstveröffentlichung:2019
DOI:https://doi.org/10.1007/s12532-018-0147-4
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