QPLIB: a library of quadratic programming instances

• Published in: Mathematical programming computation 2019-06, Vol.11 (2), p.237-265
• Main Authors: Furini, Fabio, Traversi, Emiliano, Belotti, Pietro, Frangioni, Antonio, Gleixner, Ambros, Gould, Nick, Liberti, Leo, Lodi, Andrea, Misener, Ruth, Mittelmann, Hans, Sahinidis, Nikolaos V., Vigerske, Stefan, Wiegele, Angelika
• Format: Article
• Language: English
• Subjects: Algorithms; Combinatorial analysis; Full Length Paper; Libraries; Mathematics; Mathematics and Statistics; Mathematics of Computing; Operations Research/Decision Theory; Optimization; Quadratic programming; Solvers; Taxonomy; Theory of Computation
• ISSN: 1867-2949; 1867-2957
• DOI: 10.1007/s12532-018-0147-4

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.