13 Jun 2009 ==============================
Mixed Integer (QC)QP Benchmark
==============================
H. Mittelmann (mittelmann@asu.edu)
The MPS-datafiles are in http://plato.asu.edu/ftp/miqp/ and the AMPL files in http://plato.asu.edu/ftp/ampl_files/miqp_ampl/ and http://egon.cheme.cmu.edu/ibm/files/
The following codes were run in default mode on a 2.66GHz Intel Core2 Quad, For accuracy reached, see logfiles. In the last columns are results for the QQPs obtained by rewriting the QPs as: min t, subject to quadratic obj <= t plus constraints.
CPLEX-11.2: http://www.cplex.com/
Bonmin-1.0.3: https://projects.coin-or.org/Bonmin (Bonmin: hybrid algorithm. with Cbc)
Couenne-0.1.1: https://projects.coin-or.org/Couenne (to be completed)
LaGO-0.3: https://projects.coin-or.org/LaGO (with CPLEX)
FilMINT: currently only at NEOS, (run locally)
Times given are user times in seconds. A time limit of 10,800 seconds was imposed. "t" time limit exceeded, "f" fail, "c" problem convex.
QP | QCQP
===========================================================================
problem c Bonmin Couenne CPLEX FilMINT Bonmin Couenne CPLEX FilMINT
===========================================================================
iair04 2486 785 t 8316 212 f
iair05 586 238 f 948 131 f
ibc1 t 992 t t t 160
ibell3a y 28 25 7229 35 14 932
ibienst1 y 1214 3988 t 1143 785 t
icap6000 y 4122 38 2567 3170 23 1599
icvxqp1 y t 164 f t t t
ieilD76 2 61 1270 3 59 1478
ilaser0 y 174 5480 f t 339 f
imas284 88 48 221 86 15 696
imisc07 258 691 7865 296 407 t
imod011 y 7353 214 f t t f
inug06-3rd y 754 t t 2597 t t
inug08 y 56 t f 18 t t
iportfolio y t t t t t f
iqap10 257 2609 4438 181 t t
iqiu y 281 498 2014 211 401 5647
iran13x13 175 148 2592 200 95 2196
iran8x32 76 26 5561 141 43 6709
isqp y f 5900 f f t f
isqp0 y f 121 f f t f
isqp1 y f 206 f f t f
iswath2 6349 406 t 4098 f t
itointqor y f 189 f f t f
ivalues f f t f f 5895
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CLay0203M y 2 1 11
CLay0204M y 12 3 40
CLay0205M y 237 13 64
CLay0303M y 4 3 14
CLay0304M y 54 9 77
CLay0305M y 802 29 78
===========================================================================
LaGO results
---------------------------------------------------------------------------
QP | QCQP
ibell3a 1 f In all other cases LaGO CLay0203M 68
imas284 5531 | 5500 either failed or exceeded CLay0204M 42
imisc07 6868 f the available time CLay0205M 7070
isqp t | 864 CLay0303M 54
isqp0 1104 | 862 CLay0304M 416
isqp1 1037 | 864 CLay0305M 6711
===========================================================================
Problem Statistics
===========================================================
problem rows col integer nonzero quad elts$
===========================================================
iair04 823 8904 8904 81869 8903
iair05 426 7195 7195 59316 7196
ibc1 1913 1751 252 276843 241
ibell3a 104 122 60 390 59
ibienst1 576 505 28 2185 27
icap6000 2171 6000 6000 24238 22507
icvxqp1 5000 10000 10000 14998 29984
ieilD76 75 1898 1898 21009 1897
ilaser0 1000 1001 151 3000 3231
imas284 68 151 150 9782 149
imisc07 212 260 259 8620 258
imod011 4480 10957 97 29838 29984
inug06-3rd 3972 2886 2886 20232 26023
inug08 912 1632 1632 8304 2984
iportfolio 202 1200 967 202200 200
iqap10 1820 4150 4150 20810 4149
iqiu 1192 840 48 3744 47
iran13x13 195 338 169 1014 168
iran8x32 296 512 256 1536 255
isqp 250 1000 50 3552 17801
isqp0 250 1000 50 3552 17801
isqp1 250 1000 100 3552 17801
iswath2 483 6404 2213 34085 2212
itointqor 1 50 50 48 115
ivalues 2 202 202 404 3620
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CLay0203M 54 30 18 162 6
CLay0204M 90 52 32 272 8
CLay0205M 135 80 50 410 10
CLay0303M 66 33 21 201 6
CLay0304M 106 56 36 324 8
CLay0305M 155 85 55 475 10
===========================================================
$ in one half