General mixed-integer quadratic problem instances

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Problem Description

Files format

The instances files

A few references where these instances are used

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Problem description

This library contains instances of linearly constrained Mixed Integer Quadratic Programs (MIQP) that can be formulated as follows:

		Min	f(x) = xt Q x + ct x
(MIQP)		s.t.	Ax = b m linear equalities Dx ≤ e p linear inequalities 0 ≤ ℓ ≤ x ≤ u n positive and upper bounded variables xi ∈ N i=1,..,nb_int integer variables xi ∈ R i=nb_int,...,n real variables

Where Q ∈ S_n, c ∈ Rⁿ, A ∈ M_mxn, b ∈ R^m, D ∈ M_pxn, e ∈ R^p, ℓ ∈ Rⁿ and u ∈ Rⁿ. In these instances, the submatrix of pure real quadratic terms of matrix Q defined by (q_{(ij) ∈ {nb_int..n}x{nb_int..n}} is positive semidefinite.

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Files format  

Each .dat file contains one instance, in the format of solver SMIQP:
n nb_int m p 0 0
u
u₁ u₂... u_n
ℓ
ℓ₁ ℓ₂... ℓ_n
Q
nnzQ
i j q_ij
C
nnzc
i c_i
A
nnzA
r i a_ri
b
nnzb
r b_r
D
nnzD
s i d_si
e
nnze
s e_s
where nnzM is the number of non zero elements of matrix/vector M.

An example is available here  

The optimal solution values are reported here :

class EIQP1  

class EIQP2  

class EIQP3  

class IIQP1  

class IIQP2  

class IIQP3  

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The EIQP-IIQP instance files  

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References

[1] A. Billionnet, S. Elloumi and A. Lambert. A Branch and Bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation, Journal of Combinatorial Optimization. 28(2), 376-399 (2015) DOI: 10.1007/s10878-012-9560-1

[2] A. Billionnet, S. Elloumi and A. Lambert. An efficient compact quadratic convex reformulation for general integer quadratic programs. Computational Optimization and Applications. (54) 141-162, 2013 (DOI: 10.1007/s10589-012-9474-y)

[3] A. Billionnet, S. Elloumi and A. Lambert. Extending the QCR method to general mixed integer programs. Mathematical Programming (series A). vol. 131( 1), pp. 381-401, 2012. DOI: 10.1007/s10107-010-0381-7}

[4] A. Billionnet, S. Elloumi and A. Lambert - Solving a general mixed-integer quadratic problem through convex reformulation : a computational study , European Workshop on Mixed Integer Nonlinear Programming, April 2010, pp.197-204, Marseille, France

[5] A. Lambert. Résolution de programmes quadratiques en nombres entiers. Thèse de Doctorat en informatique, CEDRIC, (2009). PhD thesis

[6] A. Billionnet, S. Elloumi and A. Lambert. Linear Reformulations of Integer Quadratic Programs. MCO 2008, Metz, september 8-10, pp. 43-51, 2008. (pdf)

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