QPLIB: a library of quadratic programming instances
File(s)QPLIB.pdf (676.38 KB)
Accepted version
Author(s)
Type
Journal Article
Abstract
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.
Date Issued
2019-06-01
Date Acceptance
2018-09-06
Citation
Mathematical Programming Computation, 2019, 11 (2), pp.237-265
ISSN
1867-2949
Publisher
Springer Verlag
Start Page
237
End Page
265
Journal / Book Title
Mathematical Programming Computation
Volume
11
Issue
2
Copyright Statement
© 2019 Springer-Verlag. The final publication is available at Springer via https://doi.org/10.1007/s12532-018-0147-4.
Sponsor
Engineering and Physical Sciences Research Council
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000466945500002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
EP/P016871/1
Subjects
Science & Technology
Technology
Operations Research & Management Science
Instance library
Quadratic programming
Mixed-Integer Quadratically Constrained Quadratic Programming
Binary quadratic programming
GLOBAL OPTIMIZATION ALGORITHMS
TRUST-REGION SUBPROBLEM
PERSPECTIVE REFORMULATIONS
CONVEX REFORMULATION
SEARCH ALGORITHM
POOLING PROBLEMS
MINLP PROBLEMS
SQP ALGORITHM
CUT APPROACH
DESIGN
Publication Status
Accepted
Date Publish Online
2018-09-22