Imperial College London

ProfessorRuthMisener

Faculty of EngineeringDepartment of Computing

Professor in Computational Optimisation
 
 
 
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Contact

 

+44 (0)20 7594 8315r.misener Website CV

 
 
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Location

 

379Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Furini:2019:10.1007/s12532-018-0147-4,
author = {Furini, F and Traversi, E and Belotti, P and Frangioni, A and Gleixner, A and Gould, N and Liberti, L and Lodi, A and Misener, R and Mittelmann, H and Sahinidis, N and Vigerske, S and Wiegele, A},
doi = {10.1007/s12532-018-0147-4},
journal = {Mathematical Programming Computation},
pages = {237--265},
title = {QPLIB: a library of quadratic programming instances},
url = {http://dx.doi.org/10.1007/s12532-018-0147-4},
volume = {11},
year = {2019}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - 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.
AU - Furini,F
AU - Traversi,E
AU - Belotti,P
AU - Frangioni,A
AU - Gleixner,A
AU - Gould,N
AU - Liberti,L
AU - Lodi,A
AU - Misener,R
AU - Mittelmann,H
AU - Sahinidis,N
AU - Vigerske,S
AU - Wiegele,A
DO - 10.1007/s12532-018-0147-4
EP - 265
PY - 2019///
SN - 1867-2949
SP - 237
TI - QPLIB: a library of quadratic programming instances
T2 - Mathematical Programming Computation
UR - http://dx.doi.org/10.1007/s12532-018-0147-4
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000466945500002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
UR - http://hdl.handle.net/10044/1/70377
VL - 11
ER -