his file is 00readme.txt describing an available set of convex quadratic programming (QP) problems. For the full description see: MAROS I.- MESZAROS CS.: A repository of convex quadratic programming problems. Optimization Methods and Software, 11&12:671-681, (1999) Introduction ------------ The QP problems are assumed to be in the following form: min f(x) = c_0 + c^T x + 1/2 x^T Q x, Q symmetric and positive semidefinite subject to A x = b, l <= x <= u. For further details see I. Maros, Cs. Meszaros: A Repository of Convex Quadratic Programming Problems, Optimization Methods and Software, 1999. The set of convex quadratic problems can be found in the following three compressed (zipped) files: QPDATA1, QPDATA2 and QPDATA3. The same set of problems is also available and can be downloaded from http://www.doc.ic.ac.uk/~im/ by visiting the title "A Selection of Data Files" and clicking on each of the three zip files. They are organized in the following way. QPDATA1 contains 76 problems from the CUTE library. 46 problems provided by the Brunel optimization group are in QPDATA2, while the other 16 problems from miscellaneous sources are located in QPDATA3. Data in some problem files contain exponents. The exponent indicator is always `e'. All the files have the .qps extension. There is another web site holding the same set of problems in a slightly different structure: http://www.sztaki.hu/~meszaros/public_ftp/qpdata is a public accessible site with three subdirectories corresponding to the above three zip files. Here, the subdirectories contain individual zip files of the problems. The zipped files can be unzipped by using either "pkunzip", or the freely available "unzip" program. The latter can be downloaded from Info-ZIP: http://www.cdrom.com/pub/infozip/UnZp.html. Important note: The .qps files are DOS type text files. Therefore, under UNIX it is advisable to use "unzip -aa ..." command to get the correct UNIX text format of end-of-line. Both web sites of QPDATA problems are maintained and new problem instances may be added. We keep the library open to further contributions. Anybody with such an intent should contact one of the following people by Email: Istvan Maros: i.maros@ic.ac.uk Csaba Meszaros: meszaros@sztaki.hu Set of problems --------------- Presently, there are 138 problems available. Both formulations of QP problems (separable and non-separable) are well represented in the set. In a separate section we acknowledge the contributors. Below is a list of the problems. NAME name of the problem M number of rows in A N number of variables NZ number of nonzeros in A QN number of quadratic variables QNZ number of off-diagonal entries in the lower triangular part of Q OPT solution value obtained by the default settings of BPMPD solver The separable problems are easily recognized by a 0 entry in the QNZ column. NAME M N NZ QN QNZ OPT aug2d 10000 20200 40000 19800 0 1.6874118e+06 aug2dc 10000 20200 40000 20200 0 1.8183681e+06 aug2dcqp 10000 20200 40000 20200 0 6.4981348e+06 aug2dqp 10000 20200 40000 19800 0 6.2370121e+06 aug3d 1000 3873 6546 2673 0 5.5406773e+02 aug3dc 1000 3873 6546 3873 0 7.7126244e+02 aug3dcqp 1000 3873 6546 3873 0 9.9336215e+02 aug3dqp 1000 3873 6546 2673 0 6.7523767e+02 boyd1 18 93261 558985 93261 0 -6.1735220e+07 boyd2 186531 93263 423784 2 0 2.1256767e+01 cont-050 2401 2597 12005 2597 0 -4.5638509e+00 cont-100 9801 10197 49005 10197 0 -4.6443979e+00 cont-101 10098 10197 49599 2700 0 1.9552733e-01 cont-200 39601 40397 198005 40397 0 -4.6848759e+00 cont-201 40198 40397 199199 10400 0 1.9248337e-01 cont-300 90298 90597 448799 23100 0 1.9151232e-01 cvxqp1l 5000 10000 14998 10000 29984 1.0870480e+08 cvxqp1m 500 1000 1498 1000 2984 1.0875116e+06 cvxqp1s 50 100 148 100 286 1.1590718e+04 cvxqp2l 2500 10000 7499 10000 29984 8.1842458e+07 cvxqp2m 250 1000 749 1000 2984 8.2015543e+05 cvxqp2s 25 100 74 100 286 8.1209405e+03 cvxqp3l 7500 10000 22497 10000 29984 1.1571110e+08 cvxqp3m 750 1000 2247 1000 2984 1.3628287e+06 cvxqp3s 75 100 222 100 286 1.1943432e+04 dpklo1 77 133 1575 77 0 3.7009622e-01 dtoc3 9998 14999 34993 14997 0 2.3526248e+02 dual1 1 85 85 85 3473 3.5012966e-02 dual2 1 96 96 96 4412 3.3733676e-02 dual3 1 111 111 111 5997 1.3575584e-01 dual4 1 75 75 75 2724 7.4609084e-01 dualc1 215 9 1935 9 36 6.1552508e+03 dualc2 229 7 1603 7 21 3.5513077e+03 dualc5 278 8 2224 8 28 4.2723233e+02 dualc8 503 8 4024 8 28 1.8309359e+04 exdata 3001 3000 7500 1500 1124250 -1.4184343e+02 genhs28 8 10 24 10 9 9.2717369e-01 gouldqp2 349 699 1047 349 348 1.8427534e-04 gouldqp3 349 699 1047 698 697 2.0627840e+00 hs118 17 15 39 15 0 6.6482045e+02 hs21 1 2 2 2 0 -9.9960000e+01 hs268 5 5 25 5 10 5.7310705e-07 hs35 1 3 3 3 2 1.1111111e-01 hs35mod 1 3 3 3 2 2.5000000e-01 hs51 3 5 7 5 2 8.8817842e-16 hs52 3 5 7 5 2 5.3266476e+00 hs53 3 5 7 5 2 4.0930233e+00 hs76 3 4 10 4 2 -4.6818182e+00 hues-mod 2 10000 19899 10000 0 3.4824690e+07 huestis 2 10000 19899 10000 0 3.4824690e+11 ksip 1001 20 18411 20 0 5.7579794e-01 laser 1000 1002 3000 1002 3000 2.4096014e+06 liswet1 10000 10002 30000 10002 0 3.6122402e+01 liswet10 10000 10002 30000 10002 0 4.9485785e+01 liswet11 10000 10002 30000 10002 0 4.9523957e+01 liswet12 10000 10002 30000 10002 0 1.7369274e+03 liswet2 10000 10002 30000 10002 0 2.4998076e+01 liswet3 10000 10002 30000 10002 0 2.5001220e+01 liswet4 10000 10002 30000 10002 0 2.5000112e+01 liswet5 10000 10002 30000 10002 0 2.5034253e+01 liswet6 10000 10002 30000 10002 0 2.4995748e+01 liswet7 10000 10002 30000 10002 0 4.9884089e+02 liswet8 10000 10002 30000 10002 0 7.1447006e+03 liswet9 10000 10002 30000 10002 0 1.9632513e+03 lotschd 7 12 54 6 0 2.3984159e+03 mosarqp1 700 2500 3422 2500 45 -9.5287544e+02 mosarqp2 600 900 2930 900 45 -1.5974821e+03 powell20 10000 10000 20000 10000 0 5.2089583e+10 primal1 85 325 5815 324 0 -3.5012965e-02 primal2 96 649 8042 648 0 -3.3733676e-02 primal3 111 745 21547 744 0 -1.3575584e-01 primal4 75 1489 16031 1488 0 -7.4609083e-01 primalc1 9 230 2070 229 0 -6.1552508e+03 primalc2 7 231 1617 230 0 -3.5513077e+03 primalc5 8 287 2296 286 0 -4.2723233e+02 primalc8 8 520 4160 519 0 -1.8309430e+04 q25fv47 820 1571 10400 446 59053 1.3744448e+07 qadlittl 56 97 383 17 70 4.8031886e+05 qafiro 27 32 83 3 3 -1.5907818e+00 qbandm 305 472 2494 25 16 1.6352342e+04 qbeaconf 173 262 3375 18 9 1.6471206e+05 qbore3d 233 315 1429 28 50 3.1002008e+03 qbrandy 220 249 2148 16 49 2.8375115e+04 qcapri 271 353 1767 56 838 6.6793293e+07 qe226 223 282 2578 67 897 2.1265343e+02 qetamacr 400 688 2409 378 4069 8.6760370e+04 qfffff80 524 854 6227 278 1638 8.7314747e+05 qforplan 161 421 4563 36 546 7.4566315e+09 qgfrdxpn 616 1092 2377 54 108 1.0079059e+11 qgrow15 300 645 5620 38 462 -1.0169364e+08 qgrow22 440 946 8252 65 787 -1.4962895e+08 qgrow7 140 301 2612 30 327 -4.2798714e+07 qisrael 174 142 2269 42 656 2.5347838e+07 qpcblend 74 83 491 83 0 -7.8425409e-03 qpcboei1 351 384 3485 384 0 1.1503914e+07 qpcboei2 166 143 1196 143 0 8.1719623e+06 qpcstair 356 467 3856 467 0 6.2043875e+06 qpilotno 975 2172 13057 94 391 4.7285869e+06 qptest 2 2 4 2 1 4.3718750e+00 qrecipe 91 180 663 20 30 -2.6661600e+02 qsc205 205 203 551 11 10 -5.8139518e-03 qscagr25 471 500 1554 28 100 2.0173794e+08 qscagr7 129 140 420 8 17 2.6865949e+07 qscfxm1 330 457 2589 56 677 1.6882692e+07 qscfxm2 660 914 5183 74 1057 2.7776162e+07 qscfxm3 990 1371 7777 89 1132 3.0816355e+07 qscorpio 388 358 1426 22 18 1.8805096e+03 qscrs8 490 1169 3182 33 88 9.0456001e+02 qscsd1 77 760 2388 54 691 8.6666667e+00 qscsd6 147 1350 4316 96 1308 5.0808214e+01 qscsd8 397 2750 8584 140 2370 9.4076357e+02 qsctap1 300 480 1692 36 117 1.4158611e+03 qsctap2 1090 1880 6714 141 636 1.7350265e+03 qsctap3 1480 2480 8874 186 861 1.4387547e+03 qseba 515 1028 4352 96 550 8.1481801e+07 qshare1b 117 225 1151 18 21 7.2007832e+05 qshare2b 96 79 694 10 45 1.1703692e+04 qshell 536 1775 3556 405 34385 1.5726368e+12 qship04l 402 2118 6332 14 42 2.4200155e+06 qship04s 402 1458 4352 14 42 2.4249937e+06 qship08l 778 4283 12802 940 34025 2.3760406e+06 qship08s 778 2387 7114 538 11139 2.3857289e+06 qship12l 1151 5427 16170 2023 60205 3.0188766e+06 qship12s 1151 2763 8178 1042 16361 3.0569623e+06 qsierra 1227 2036 7302 122 61 2.3750458e+07 qstair 356 467 3856 66 952 7.9854528e+06 qstandat 359 1075 3031 138 666 6.4118384e+03 s268 5 5 25 5 10 5.7310705e-07 selfqmin 960 21920 3070807 20000 0 -1.9199961e-01 stadat1 3999 2001 9997 2000 0 -2.8526864e+07 stadat2 3999 2001 9997 2000 0 -3.2626665e+01 stadat3 7999 4001 19997 4000 0 -3.5779453e+01 stcqp1 2052 4097 13338 4097 22506 1.5514356e+05 stcqp2 2052 4097 13338 4097 22506 2.2327313e+04 tame 1 2 2 2 1 0.0000000e+00 ubh1 12000 18009 48000 6003 0 1.1160008e+00 values 1 202 202 202 3620 -1.3966211e+00 yao 2000 2002 6000 2002 0 1.9770426e+02 zecevic2 2 2 4 1 0 -4.1250000e+00 Acknowledgements ---------------- The problems have been obtained from the following sources: CUTE library provided by Ingrid Bongartz and Andy Conn (IBM T.J. Watson Research Center), Nick Gould (Rutherford Appleton Laboratory, UK), and Philippe Toint (Facultes Universitaires Notre-Dame de la Paix): aug2d aug2dc aug2dcqp aug2dqp aug3d aug3dc aug3dcqp aug3dqp cvxqp1 l cvxqp1 m cvxqp1 s cvxqp2 l cvxqp2 m cvxqp2 s cvxqp3 l cvxqp3 m cvxqp3 s dtoc3 dual1 dual2 dual3 dual4 dualc1 dualc2 dualc5 dualc8 genhs28 gouldqp2 gouldqp3 hs118 hs21 hs268 hs35 hs35mod hs51 hs52 hs53 hs76 hues-mod huestis ksip liswet1 liswet10 liswet11 liswet12 liswet2 liswet3 liswet4 liswet5 liswet6 liswet7 liswet8 liswet9 lotschd mosarqp1 mosarqp2 powell20 primal1 primal2 primal3 primal4 primalc1 primalc2 primalc5 primalc8 qpcblend qpcboei1 qpcboei2 qpcstair s268 stcqp1 stcqp2 tame ubh1 yao zecevic2 Helen Jones and Gautam Mitra (Mathematical Programming Group, Brunel University, London): q25fv47 qadlittl qafiro qbandm qbeaconf qbore3d qbrandy qcapri qe226 qetamacr qfffff80 qforplan qgfrdxpn qgrow15 qgrow22 qgrow7 qisrael qpilotno qrecipe qsc205 qscagr25 qscagr7 qscfxm1 qscfxm2 qscfxm3 qscorpio qscrs8 qscsd1 qscsd6 qscsd8 qsctap1 qsctap2 qsctap3 qseba qshare1b qshare2b qshell qship04l qship04s qship08l qship08s qship12l qship12s qsierra qstair qstandat Piet Groeneboom (University of Washington, USA): stadat1 stadat2 stadat3 Hans D. Mittelmann (Arizona State University, USA): cont-050 cont-100 cont-101 cont-200 cont-201 cont-300 Athanassia Chalimourda (Ruhr University, Bochum, Germany): exdata values Don Boyd (Rensselaer Polytechnic Institute): boyd1 boyd2 James McNames (Stanford University, USA): laser Henry Wolkowitz (University of Waterloo, Canada): dpklo1 Christos Siopis (University of Florida, USA): selfqmin We also included the small QP example shown in section 2 in a separate file qptest --------------------------------------------------------------------------- Last modified: February 1999