10 Apr 2008 ==============================
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 2.4GHz Opteron, 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-11.01: http://www.cplex.com/
Bonmin-0.1.4: https://projects.coin-or.org/Bonmin (Bonmin: default hybrid algorithm. with Clp)
Bonmin-0.1.4: https://projects.coin-or.org/Bonmin (B-OA-C: outer approx. with CPLEX)
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 B-OA-C CPLEX FilMINT Bonmin B-OA-C CPLEX FilMINT
===========================================================================
iair04 3387 992 388 t 5475 1358 115 f
iair05 1812 168 113 f 1628 118 67 f
ibc1 t t 524 t t t t 160
ibell3a y 48 6 11 7229 55 6 6 932
ibienst1 y 1466 6237 1697 t 1285 5838 131 t
icap6000 y 3315 29 18 2567 t 32 11 1599
icvxqp1 y f f 69 f t t t t
ieilD76 845 166 31 1270 1032 150 27 1478
ilaser0 y f 4 2443 f f 14 967 f
imas284 806 9 21 221 845 9 6 696
imisc07 974 4541 309 7865 1054 5332 176 t
imod011 y 7954 t 124 f t t t f
inug06-3rd y t t t t t t 8990 t
inug08 y t t 7760 f t t 4521 t
iportfolio y t t t t t t t f
iqap10 5591 2163 1488 4438 9086 4638 7575 t
iqiu y 389 7494 217 2014 1528 t 171 5647
iran13x13 3739 89 63 2592 4971 124 37 2196
iran8x32 257 45 12 5561 546 68 18 6709
isqp y f f 5667 f f f t f
isqp0 y (1)f 10 115 f (2)f f t f
isqp1 y f f 196 f f f t f
iswath2 (3)t 396 383 t (4)t 283 f t
itointqor y f f 83 f f f t f
ivalues 1396 t f t 1658 t f 5895
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CLay0203M y 4 3 1 11
CLay0204M y 2 3 1 40
CLay0205M y 66 59 6 64
CLay0303M y 2 4 1 14
CLay0304M y 507 478 3 77
CLay0305M y 94 99 12 78
===========================================================================
(1) B-BB solves in 4408 s (2) B-BB solves in 4485 s
(3) B-QG solves in 3770 s (4) B-QG solves in 4066 s
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