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QPLIB: a library of quadratic programming instances

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Title: QPLIB: a library of quadratic programming instances
Authors: Furini, F
Traversi, E
Belotti, P
Frangioni, A
Gleixner, A
Gould, N
Liberti, L
Lodi, A
Misener, R
Mittelmann, H
Sahinidis, N
Vigerske, S
Wiegele, A
Item 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.
Issue Date: 1-Jun-2019
Date of Acceptance: 6-Sep-2018
URI: http://hdl.handle.net/10044/1/70377
DOI: https://doi.org/10.1007/s12532-018-0147-4
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/Funder: Engineering and Physical Sciences Research Council
Funder's Grant Number: EP/P016871/1
Keywords: 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
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
Open Access location: http://www.optimization-online.org/DB_FILE/2017/02/5846.pdf
Online Publication Date: 2018-09-22
Appears in Collections:Computing