29 May 2013 =============================
Mixed Integer Q(C)P Benchmark
=============================
H. Mittelmann (mittelmann@asu.edu)
The MPS-datafiles are in plato.asu.edu/ftp/miqp/ and the AMPL files in plato.asu.edu/ftp/ampl_files/miqp_ampl/
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 QCQPs obtained by rewriting the QPs as: min t, subject to quadratic obj <= t plus constraints. SCIP does this transformation itself. SCIP uses relgap=0;
CPLEX-12.5.1pre: CPLEX
Bonmin-1.6.0: projects.coin-or.org/Bonmin (Bonmin: hybrid algorithm. with Cbc)
Couenne-0.4.3: projects.coin-or.org/Couenne
FilMINT: currently only at NEOS, (run locally)
GUROBI-5.5.0: gurobi.com
Minotaur-0.1.1: http://wiki.mcs.anl.gov/minotaur/
SCIP-3.0.1: scip.zib.de (with CPLEX and IPOPT)
XPRESS-7.5.0: XPRESS
CBC-2.8.0: CBC
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
==
Scaled shifted geometric means of runtimes
120 205 1.04 177 1 12.4 2.29 35.1 26.9
=====================================================================
problem Bonm Couen CPLEX FilMI GUROBI SCIP XPRESS MINOTAUR CBC
=====================================================================
iair04 2261 t 30 2188 45 243 32 1474 1012
iair05 874 t 29 f 40 154 36 524 377
ibc1 t 10446 10 t 20 22 9 1368 3577
ibell3a c 29 297 3 t 1 16 8 24 3
ibienst1 c 1596 947 17 t 7 65 9 523 103
icap6000 c 2562 t 9 1060 1 5 1 t 5819
icvxqp1 c t f 1 f 4 t 36 5441 4093
ieilD76 764 2102 4 3123 43 52 13 2209 99
ilaser0 c f f 27 f 56 f 208 f f
imas284 52 t 6 87 3 13 4 52 9
imisc07 f t 13 7627 13 30 20 356 25
imod011 c 5447 f 82 8134 1 443 1 17 f
inug06-3rd c t t 79 t 141 340 219 3327 5974
inug08 c f 259 1 663 1 18 1 1 178
iportfolio c t f 74 t 124 t t t f
iqap10 9911 t 46 3691 204 326 124 t f
iqiu c 1479 5365 22 1510 19 74 27 551 115
iran13x13 577 f 6 2515 8 43 4 870 38
iran8x32 1491 f 2 3680 4 22 3 200 25
isqp c f t 1257 f 1006 t t f t
isqp0 c f t 23 f 243 t 385 f t
isqp1 c f t 41 f 131 t 2157 f t
iswath2 t f 9 t 9 143 16 f 112
itointqor c t f 13 f 61 f 82 321 t
ivalues t 501 f t 1 f 1216 36 108
=====================================================================
QCQP
====
Scaled shifted geometric means of runtimes
70.7 62.4 1.03 90 4.13 81.9 1
==================================================================
problem Bonmin Couenne CPLEX FilMINT XPRESS Minotaur GUROBI
==================================================================
iair04 10425 t 26 f 28 f 46
iair05 1583 t 37 f 33 f 21
ibc1 t t 10 160 11 6362 14
ibell3a c 36 4 3 932 6 501 1
ibienst1 c 2410 332 20 t 12 786 9
icap6000 c 2379 t 1 1599 1 t 1
icvxqp1 c t t 1 t 38 t 3
ieilD76 671 f 4 1478 f t 46
ilaser0 c f f 17 f 20 t 56
imas284 52 1098 5 696 4 711 4
imisc07 f 1757 11 t 16 1300 12
imod011 c t f 80 f 2 f 1
inug06-3rd c t t 94 t 186 f 142
inug08 c t 938 1 t 1 f 1
iportfolio c t t t f t t t
iqap10 7378 7800 44 t f f 216
iqiu c 1901 5332 21 5647 26 7637 19
iran13x13 862 f 4 2196 7 t 7
iran8x32 1269 55 2 6709 6 9115 3
isqp c f t 1184 f t f 1019
isqp0 c f t 22 f 351 f 233
isqp1 c f t 36 f 1759 f 134
iswath2 t t 10 t f t 8
itointqor c f f 13 f 85 2679 100
ivalues t f f 5895 f 1208 1
CLay0203M c 4 1 1 11 1 1 1
CLay0204M c 17 8 1 40 6 1 1
CLay0205M c 262 33 2 64 60 39 1
CLay0303M c 10 3 1 14 1 2 1
CLay0304M c 68 8 1 77 28 40 1
CLay0305M c 262 35 1 78 385 43 1
=================================================================
Problem Statistics
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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
-----------------------------------------------------------
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