1
2===== LP/DATA README (formerly index) =====
3
4To reduce transmission times, linear programming test problems
5are stored in a compressed format; issue the netlib request
6
7 send emps.f from lp/data
8
9to obtain a Fortran 77 Subset program for expanding the test problems
10into MPS-standard input form. The program includes comments giving
11test data. To get a (more efficient and convenient) C version of this
12program (without the test data), issue the netlib request
13
14 send emps.c from lp/data
15
16If you are not familiar with MPS files, see Chapter 9 of "Advanced
17Linear Programming" by Bruce A. Murtagh, McGraw-Hill, 1981,
18or look at the information on MPS files in
19
20 http://www.mcs.anl.gov/home/otc/Guide/faq/
21
22All the material described here is now available by ftp from
23netlib.bell-labs.com (login: anonymous; Password: your E-mail address;
24cd /netlib/lp/data). If you can, please use ftp to obtain the larger
25problems. Note that the *.Z files in lp/data must be copied in binary
26mode and uncompressed two ways: first with uncompress, then with emps.
27If you are using a Unix system and your solver reads standard input,
28you can save some disk space by executing, e.g.,
29 zcat pilot.Z | emps | solver
30On some Unix systems and with solvers that require a named file,
31you may also be able to use a named pipe, e.g.,
32 /etc/mknod pilot.mps p
33 zcat pilot.Z | emps >pilot.mps & solver pilot.mps
34 rm pilot.mps
35
36The "Kennington" problems, sixteen problems described in "An Empirical
37Evaluation of the KORBX Algorithms for Military Airlift Applications"
38by W. J. Carolan, J. E. Hill, J. L. Kennington, S. Niemi, S. J.
39Wichmann (Operations Research vol. 38, no. 2 (1990), pp. 240-248),
40are available only by ftp: login as above, and cd lp/data/kennington .
41More details appear in lp/data/kennington/readme .
42
43People who use EBCDIC systems may wish to issue the netlib request
44
45 send ascii from lp/data
46
47to get a listing of the distinct character codes that appear in the
48compressed LP data files -- for the uncompression routines to work,
49these distinct ASCII characters must be translated into distinct EBCDIC
50characters.
51
52The column and nonzero counts in the PROBLEM SUMMARY TABLE below exclude
53slack and surplus columns and the right-hand side vector, but include
54the cost row. We have omitted other free rows and all but the first
55right-hand side vector, as noted below. The byte count is for the
56compressed file; it includes a newline character at the end of each
57line. These files start with a blank initial line intended to prevent
58mail programs from discarding any of the data. The BR column indicates
59whether a problem has bounds or ranges: B stands for "has bounds", R
60for "has ranges". The BOUND-TYPE TABLE below shows the bound types
61present in those problems that have bounds.
62
63The problems below are sorted (according to the ASCII collating
64sequence) on their names. Unless problem characteristics suggest a
65more rational order, we suggest using this order for reporting results.
66
67
68 PROBLEM SUMMARY TABLE
69
70Name Rows Cols Nonzeros Bytes BR Optimal Value
71
7225FV47 822 1571 11127 70477 5.5018458883E+03
7380BAU3B 2263 9799 29063 298952 B 9.8723216072E+05
74ADLITTLE 57 97 465 3690 2.2549496316E+05
75AFIRO 28 32 88 794 -4.6475314286E+02
76AGG 489 163 2541 21865 -3.5991767287E+07
77AGG2 517 302 4515 32552 -2.0239252356E+07
78AGG3 517 302 4531 32570 1.0312115935E+07
79BANDM 306 472 2659 19460 -1.5862801845E+02
80BEACONFD 174 262 3476 17475 3.3592485807E+04
81BLEND 75 83 521 3227 -3.0812149846E+01
82BNL1 644 1175 6129 42473 1.9776292856E+03
83BNL2 2325 3489 16124 127145 1.8112365404E+03
84BOEING1 351 384 3865 25315 BR -3.3521356751E+02
85BOEING2 167 143 1339 8761 BR -3.1501872802E+02
86BORE3D 234 315 1525 13160 B 1.3730803942E+03
87BRANDY 221 249 2150 14028 1.5185098965E+03
88CAPRI 272 353 1786 15267 B 2.6900129138E+03
89CYCLE 1904 2857 21322 166648 B -5.2263930249E+00
90CZPROB 930 3523 14173 92202 B 2.1851966989E+06
91D2Q06C 2172 5167 35674 258038 1.2278423615E+05
92D6CUBE 416 6184 43888 167633 B 3.1549166667E+02
93DEGEN2 445 534 4449 24657 -1.4351780000E+03
94DEGEN3 1504 1818 26230 130252 -9.8729400000E+02
95DFL001 6072 12230 41873 353192 B 1.12664E+07 **
96E226 224 282 2767 17749 -1.8751929066E+01
97ETAMACRO 401 688 2489 21915 B -7.5571521774E+02
98FFFFF800 525 854 6235 39637 5.5567961165E+05
99FINNIS 498 614 2714 23847 B 1.7279096547E+05
100FIT1D 25 1026 14430 51734 B -9.1463780924E+03
101FIT1P 628 1677 10894 65116 B 9.1463780924E+03
102FIT2D 26 10500 138018 482330 B -6.8464293294E+04
103FIT2P 3001 13525 60784 439794 B 6.8464293232E+04
104FORPLAN 162 421 4916 25100 BR -6.6421873953E+02
105GANGES 1310 1681 7021 60191 B -1.0958636356E+05
106GFRD-PNC 617 1092 3467 24476 B 6.9022359995E+06
107GREENBEA 2393 5405 31499 235711 B -7.2462405908E+07
108GREENBEB 2393 5405 31499 235739 B -4.3021476065E+06
109GROW15 301 645 5665 35041 B -1.0687094129E+08
110GROW22 441 946 8318 50789 B -1.6083433648E+08
111GROW7 141 301 2633 17043 B -4.7787811815E+07
112ISRAEL 175 142 2358 12109 -8.9664482186E+05
113KB2 44 41 291 2526 B -1.7499001299E+03
114LOTFI 154 308 1086 6718 -2.5264706062E+01
115MAROS 847 1443 10006 65906 B -5.8063743701E+04
116MAROS-R7 3137 9408 151120 4812587 1.4971851665E+06
117MODSZK1 688 1620 4158 40908 B 3.2061972906E+02
118NESM 663 2923 13988 117828 BR 1.4076073035E+07
119PEROLD 626 1376 6026 47486 B -9.3807580773E+03
120PILOT 1442 3652 43220 278593 B -5.5740430007E+02
121PILOT.JA 941 1988 14706 97258 B -6.1131344111E+03
122PILOT.WE 723 2789 9218 79972 B -2.7201027439E+06
123PILOT4 411 1000 5145 40936 B -2.5811392641E+03
124PILOT87 2031 4883 73804 514192 B 3.0171072827E+02
125PILOTNOV 976 2172 13129 89779 B -4.4972761882E+03
126QAP8 913 1632 8304 (see NOTES) 2.0350000000E+02
127QAP12 3193 8856 44244 (see NOTES) 5.2289435056E+02
128QAP15 6331 22275 110700 (see NOTES) 1.0409940410E+03
129RECIPE 92 180 752 6210 B -2.6661600000E+02
130SC105 106 103 281 3307 -5.2202061212E+01
131SC205 206 203 552 6380 -5.2202061212E+01
132SC50A 51 48 131 1615 -6.4575077059E+01
133SC50B 51 48 119 1567 -7.0000000000E+01
134SCAGR25 472 500 2029 17406 -1.4753433061E+07
135SCAGR7 130 140 553 4953 -2.3313892548E+06
136SCFXM1 331 457 2612 19078 1.8416759028E+04
137SCFXM2 661 914 5229 37079 3.6660261565E+04
138SCFXM3 991 1371 7846 53828 5.4901254550E+04
139SCORPION 389 358 1708 12186 1.8781248227E+03
140SCRS8 491 1169 4029 36760 9.0429998619E+02
141SCSD1 78 760 3148 17852 8.6666666743E+00
142SCSD6 148 1350 5666 32161 5.0500000078E+01
143SCSD8 398 2750 11334 65888 9.0499999993E+02
144SCTAP1 301 480 2052 14970 1.4122500000E+03
145SCTAP2 1091 1880 8124 57479 1.7248071429E+03
146SCTAP3 1481 2480 10734 78688 1.4240000000E+03
147SEBA 516 1028 4874 38627 BR 1.5711600000E+04
148SHARE1B 118 225 1182 8380 -7.6589318579E+04
149SHARE2B 97 79 730 4795 -4.1573224074E+02
150SHELL 537 1775 4900 38049 B 1.2088253460E+09
151SHIP04L 403 2118 8450 57203 1.7933245380E+06
152SHIP04S 403 1458 5810 41257 1.7987147004E+06
153SHIP08L 779 4283 17085 117083 1.9090552114E+06
154SHIP08S 779 2387 9501 70093 1.9200982105E+06
155SHIP12L 1152 5427 21597 146753 1.4701879193E+06
156SHIP12S 1152 2763 10941 82527 1.4892361344E+06
157SIERRA 1228 2036 9252 76627 B 1.5394362184E+07
158STAIR 357 467 3857 27405 B -2.5126695119E+02
159STANDATA 360 1075 3038 26135 B 1.2576995000E+03
160STANDGUB 362 1184 3147 27836 B (see NOTES)
161STANDMPS 468 1075 3686 29839 B 1.4060175000E+03
162STOCFOR1 118 111 474 4247 -4.1131976219E+04
163STOCFOR2 2158 2031 9492 79845 -3.9024408538E+04
164STOCFOR3 16676 15695 74004 (see NOTES) -3.9976661576E+04
165TRUSS 1001 8806 36642 (see NOTES) 4.5881584719E+05
166TUFF 334 587 4523 29439 B 2.9214776509E-01
167VTP.BASE 199 203 914 8175 B 1.2983146246E+05
168WOOD1P 245 2594 70216 328905 1.4429024116E+00
169WOODW 1099 8405 37478 240063 1.3044763331E+00
170
171
172 BOUND-TYPE TABLE
173
17480BAU3B UP LO FX
175BOEING1 UP LO
176BOEING2 UP LO
177BORE3D UP LO FX
178CAPRI UP FX FR
179CYCLE UP FR
180CZPROB FX
181DFL001 UP
182D6CUBE LO
183ETAMACRO UP LO FX
184FINNIS UP LO FX
185FIT1D UP
186FIT1P UP
187FIT2D UP
188FIT2P UP
189FORPLAN UP FX
190GANGES UP LO
191GFRD-PNC UP LO
192GREENBEA UP LO FX
193GREENBEB UP LO FX FR
194GROW15 UP
195GROW22 UP
196GROW7 UP
197KB2 UP
198MODSZK1 FR
199NESM UP LO FX
200PEROLD UP LO FX FR
201PILOT UP LO FX
202PILOT.JA UP LO FX FR
203PILOT.WE UP LO FX FR
204PILOT4 UP FX FR PL
205PILOTNOV UP FX
206RECIPE UP LO FX
207SEBA UP LO
208SHELL UP LO FX
209SIERRA UP
210STAIR UP FX FR
211STANDATA UP FX
212STANDGUB UP FX
213STANDMPS UP FX
214TUFF UP LO FX FR
215VTP.BASE UP LO FX FR
216
217
218Several problems have an empty RHS section: BORE3D, CYCLE, GREENBEA,
219GREENBEB, KB2, RECIPE, and TUFF.
220
221
222HEARTY THANKS go to the people who supplied the above problems.
223Michael Saunders provided 13 problems from the Systems Optimization
224Laboratory at Stanford University: ADLITTLE, AFIRO, BANDM, BEACONFD,
225BRANDY, CAPRI, E226, ETAMACRO, ISRAEL, PILOT, SHARE1B, SHARE2B, STAIR.
226Four problems are from a tape that John Reid sent me (David Gay) several
227years ago: 25FV47, CZPROB, FFFFF800, SHELL. Linus Schrage sent GANGES
228and SEBA. Bob Fourer supplied 44 problems: 80BAU3B, BORE3D, FIT1D,
229FIT1P, FIT2D, FIT2P, FORPLAN, GFRD-PNC, GREENBEA, GREENBEB, GROW15,
230GROW22, GROW7, NESM, PILOT.JA, PILOT.WE, PILOT4, PILOTNOV, RECIPE,
231SC205, SCAGR25, SCAGR7, SCFXM1, SCFXM2, SCFXM3, SCORPION, SCRS8, SCSD1,
232SCSD6, SCSD8, SCTAP1, SCTAP2, SCTAP3, SHIP04L, SHIP04S, SHIP08L,
233SHIP08S, SHIP12L, SHIP12S, SIERRA, STANDATA, STANDGUB, STANDMPS,
234VTP.BASE. Mauricio Resende provided AGG, AGG2, and AGG3, which were
235formulated by R. C. Leachman. Gus Gassmann contributed STOCFOR1,
236STOCFOR2, and STOCFOR3. Nick Gould supplied BLEND, BOEING1, BOEING2,
237FINNIS, PEROLD, SC105, SC50A, and SC50B from the Harwell collection of
238LP test problems. Vahid Lotfi submitted LOTFI. With the permission of
239Ketron, John Tomlin provided BNL1, BNL2, CYCLE, D2Q06C, DEGEN2, DEGEN3,
240KB2, TUFF, WOOD1P, and WOODW. At the request of Olvi Mangasarian,
241Rudy Setiono supplied the generator and description (both written by
242Michael Ferris) and data for TRUSS. Istvan Maros provided MAROS,
243MAROS-R7, and MODSZK1. Irv Lustig supplied PILOT87, which he obtained
244from John Stone. Marc Meketon submitted DFL001. Robert Hughes supplied
245D6CUBE. Problems QAP8, QAP12, and QAP15 are from a generator by Terri
246Johnson (communicated by a combination of Bob Bixby, Matt Saltzman, and
247Terri Johnson).
248 Thanks also go to Irv Lustig for helpful comments on this index file.
249
250NOTES: we have omitted extra right-hand side vectors from BEACONFD,
251BRANDY, FFFFF800, ISRAEL; extra bound sets from GREENBEA, GREENBEB,
252GROW15, GROW22, GROW7, RECIPE; extra free rows from 80BAU3B, BOEING1,
253BORE3D, E226, FFFFF800, FINNIS, FORPLAN, GANGES, GREENBEA, GREENBEB,
254MAROS, PILOT, PILOT87, RECIPE, SCTAP1, SCTAP2, SCTAP3, SHARE2B, SHIP04L,
255SHIP04S, SHIP08L, SHIP08S, SHIP12L, SHIP12S; and explicit zeros from
256GROW15, GROW22, GROW7, NESM, SCORPION, SCRS8, SEBA, SIERRA, STAIR. We
257also negated the cost coefficients in BOEING1, BOEING2, DEGEN2, DEGEN3,
258ETAMACRO, FIT1D, FIT2D, GANGES, GROW15, GROW22, GROW7, LOTFI, MAROS,
259PILOT, PILOT.JA, PILOT.WE, PILOTNOV, SC105, SC50A, SC50B, STAIR. In
260their original form, these problems are usually maximized. In their
261modified form, all problems are to be minimized. (PILOT4 appeared
262to be a minimization problem already).
263
264Problem 25FV47 is sometimes called BP or BP1, and FFFFF800 is sometimes
265called POWELL. Problems GREENBEA and GREENBEB differ only in their
266BOUNDS sections. The names shown above come mostly from the original
267NAME line; the optimal values are from MINOS version 5.3 (of Sept. 1988)
268running on a VAX with default options (except, as described below, for
269DFL001 and the QAP problems). [Earlier versions of this index file gave
270values from earlier versions of MINOS. Prior to 29 April 1987, this
271index file gave the optimal value from maximizing rather than minimizing
272PILOTNOV.]
273
274Note that MINOS control parameters, such as SCALE, PARTIAL PRICE,
275FEASIBILITY TOLERANCE, OPTIMALITY TOLERANCE, and CRASH OPTION may
276affect the optimal value that MINOS reports (as may the version of
277MINOS, the computer, and even the compiler used).
278
279This directory does not provide compressed MPS files for the QAP
280problems. Instead, source for Terri Johnson's generator and input data
281for producing MPS files for QAP8, QAP12, and QAP15 appear in directory
282lp/generators/qap.
283
284For discussion of some of the above test problems, including sparsity
285graphs and MINOS performance with and without scaling and partial
286pricing, see "An Analysis of an Available Set of Linear Programming
287Test Problems" by Irvin J. Lustig [Tech. Report SOL 87-11, Systems
288Optimization Laboratory, Dept. of Operations Research, Stanford Univ.,
289Stanford, CA 94305-4022; a shorter version appears in Comput. Opns.
290Res. vol. 16, no. 2, pp. 173-184, 1989]. Be warned that the
291reproduction process may have dropped isolated nonzeros from graphs of
292the larger problems.
293
294Bob Bixby reports that the CPLEX solver (running on a Sparc station)
295finds slightly different optimal values for some of the problems.
296On a MIPS processor, MINOS version 5.3 (with crash and scaling of
297December 1989) also finds different optimal values for some of the
298problems. The following table shows the values that differ from those
299shown above. (Whether CPLEX finds different values on the recently
300added problems remains to be seen.)
301
302Problem CPLEX(Sparc) MINOS(MIPS)
303
30425FV47 5.5018467791E+03
30580BAU3B 9.8722419241E+05 9.8722952818E+05
306BNL1 1.9776295615E+03 1.9776293385E+03
307D2Q06C 1.2278423521E+05
308DFL001 1.1266396047E+07 **
309ETAMACRO -7.5571523337E+02 -7.5571522100E+02
310FIT2D -6.8464293232E+04
311FFFFF800 5.5567956482E+05 5.5567958085E+05
312FORPLAN -6.6421896127E+02
313GANGES -1.0958573613E+05 -1.0958577038E+05
314GREENBEA -7.2555248130E+07
315GREENBEB -4.3022602612E+06 -4.3021537702E+06
316NESM 1.4076036488E+07 1.4076065292E+07
317PEROLD -9.3807552782E+03 -9.3807553661E+03
318PILOT -5.5748972928E+02 -5.5741215293E+02
319PILOT.JA -6.1131364656E+03 -6.1131349867E+03
320PILOT.WE -2.7201075328E+06 -2.7201042967E+06
321PILOT4 -2.5811392589E+03 -2.5811392624E+03
322PILOT87 3.0171074161E+02
323SCAGR7 -2.3313898243E+06 -2.3313897524E+06
324SCRS8 9.0429695380E+02 9.0429695380E+02
325SCSD6 5.0500000077E+01
326SIERRA 1.5394364186E+07
327STOCFOR3 -3.9976783944E+04 -3.9976776417E+04
328
329The above CPLEX and MINOS results were both obtained using double-
330precision IEEE (binary) arithmetic, i.e., arithmetic of precision
331similar to the VAX double precision with which the MINOS 5.3 results
332in the PROBLEM SUMMARY TABLE were computed.
333
334The old problem GUB was the same as CZPROB (except for the NAME line)
335and hence is withdrawn.
336
337STANDGUB includes GUB markers; with these lines removed (lines in
338the expanded MPS file that contain primes, i.e., that mention the rows
339'EGROUP' and 'ENDX'), STANDGUB becomes the same as problem STANDATA;
340MINOS does not understand the GUB markers, so we cannot report an
341optimal value from MINOS for STANDGUB. STANDMPS amounts to STANDGUB
342with the GUB constraints as explicit constraints.
343
344STOCFOR1,2,3 are stochastic forestry problems from Gus Gassmann. To
345quote Gus, "All of them are seven-period descriptions of a forestry
346problem with a random occurrence of forest fires, and the size varies
347according to the number of realizations you use in each period."
348STOCFOR1 "is the deterministic version, STOCFOR2 has 2 realizations
349each in periods 2 to 7, and the monster STOCFOR3 has 4,4,4,2,2, and 2
350realizations, respectively." The compressed form of STOCFOR3 would be
351652846 bytes long, so requesting STOCFOR3 will instead get you a bundle
352of about 174 kilobytes that includes source for Gus's program, the
353data files for generating STOCFOR3 and a summary of "A Standard
354Input Format for Multistage Stochastic Linear Programs" by J.R. Birge,
355M.A.H. Dempster, H.I. Gassmann, E.A. Gunn, A.J. King, and S.W. Wallace
356[COAL Newsletter No. 17 (Dec. 1987), pp. 1-19]. Data files are also
357included for generating versions of STOCFOR1,2 that have more decimal
358places than the versions in lp/data.
359
360For STOCFOR3, in 1990, Bob Bixby reported an optimal objective value
361of -3.9976785944E+04. In July 2005, Bill Hager reported an error in
362the eighth decimal place of this value, as computed by a later version
363of CPLEX and by Hager's own solver. With the a recent CPLEX, I (dmg)
364get the same objective value that Hager reported and have adjusted the
365value shown above in the CPLEX(Sparc) column accordingly.
366
367Concerning the problems he supplied, Nick Gould says that BLEND "is
368is a variant of the [oil refinery] problem in Murtagh's book (the
369coefficients are different) which I understand John Reid obtained
370from the people at NPL (Gill and Murray?); they were also the original
371sources for the SC problems"; BOEING1 and BOEING2 "have to do with
372flap settings on aircraft for economical operations"; PEROLD "is
373another Pilot model (Pilot1)"; and FINNIS "is from Mike Finnis at
374Harwell, a model for the selection of alternative fuel types."
375
376BOEING1 and BOEING2 were originally mixed-integer programming problems.
377The COLUMNS section of BOEING1 had
378 INTBEG 'MARKER' 'INTORG'
379between the coefficients for columns GRDTIMN6 and N1001AC1, and that
380BOEING2 had such a line between columns GRDTIMN4 and N1003AC1. Both had
381 INTFIN 'MARKER' 'INTEND'
382just before the start of the ROWS section. These 'MARKER' lines have
383been removed. These problems also had a few rows defined as linear
384combinations of other rows. These rows are now given explicitly, since
385the compression/expansion programs do not understand D lines in the ROWS
386section.
387
388LOTFI, says Vahid Lotfi, "involves audit staff scheduling. This problem
389is semi real world and we have used it in a study, the results of which
390are to appear in Decision Sciences (Fall 1990). The detailed
391description of the problem is also in the paper. The problem is
392actually an MOLP with seven objectives, the first is maximization and
393the other six are minimization. The version that I am sending has the
394aggregated objective (i.e., z1-z2-z3-z4-z5-z6-z7)."
395
396On the problems supplied by John Tomlin, MINOS 5.3 reports that about
39710% to 57% of its steps are degenerate:
398 Name Steps Degen Percent
399 BNL1 1614 169 10.47
400 BNL2 4914 906 18.44
401 CYCLE 3156 1485 47.05
402 D2Q06C 42417 4223 9.96
403 DEGEN2 1075 610 56.74
404 DEGEN3 6283 3299 52.51
405 KB2 82 29 35.37
406 TUFF 745 345 46.31
407 WOOD1P 1059 471 44.48
408 WOODW 4147 1604 38.68
409
410Concerning PILOT87, Irv Lustig says, "PILOT87 is considered (by John
411Stone, at least) to be harder than PILOT because of the bad scaling in
412the numerics."
413
414Requesting TRUSS will get you a bundle of Fortran source and data for
415generating an MPS file for TRUSS, a problem of minimizing the weight
416of a certain structure. The bundle also includes a description of the
417problem.
418
419DFL001, says Marc Meketon, "is a 'real-world' airline schedule planning
420(fleet assignment) problem. This LP was preprocessed by a modified
421version of the KORBX(r) System preprocessor. The problem reduced in
422size (rows, columns, non-zeros) significantly. The row and columns were
423randomly sorted and renamed, and a fixed adjustment to the objective
424function was eliminated. The name of the problem is derived from the
425initials of the person who created it."
426
427Of D6CUBE, Robert Hughes says, "Mike Anderson and I are working on the
428problem of finding the minimum cardinality of triangulations of the
4296-dimensional cube. The optimal objective value of the problem I sent
430you provides a lower bound for the cardinalities of all triangulations
431which contain a certain simplex of volume 8/6! and which contains the
432centroid of the 6-cube in its interior. The linear programming
433problem is not easily described."
434
435Concerning the problems he submitted, Istvan Maros says that MAROS is
436an industrial production/allocation model about which "the customer does
437not want to reveal the exact meaning". MAROS-R7 is "an interesting
438real-life LP problem which appeared hard to some solvers." It "is an
439image restoration problem done via a goal programming approach. It is
440structured, namely, its first section is a band matrix with the
441dominating number of nonzeros, while the second section is also a band
442matrix with bandwidth equals 2 and coefficients +1, -1. The problem is
443a representative of a family of problems in which the number of rows and
444the bandwidth of the first section can vary. This one is a medium size
445problem from the family. MAROS-R7 became available in cooperation with
446Roni Levkovitz and Carison Tong." MODSZK1 is a "real-life problem" that
447is "very degenerate" and on which a dual simplex algorithm "may require
448up to 10 times" fewer iterations than a primal simplex algorithm. It
449"is a multi-sector economic planning model (a kind of an input/output
450model in economy)" and "is an old problem of mine and it is not easy to
451recall more."
452
453** On an IEEE-arithmetic machine (an SGI 4D/380S), I (dmg) succeeded in
454getting MINOS 5.3 to report optimal objective values, 1.1261702419E+07
455and 1.1249281428E+07, for DFL001 only by starting with LOAD files
456derived from the solution obtained on the same machine by Bob
457Vanderbei's ALPO (an interior-point code); starting from one of the
458resulting "optimal" bases, MINOS ran 23914 iterations on a VAX before
459reporting an optimal value of 1.1253287141E+07. When started from the
460same LOAD file used on the SGI machine, MINOS on the VAX reported an
461optimal value of 1.1255107696E+07. Changing the FEASIBILITY TOLERANCE
462to 1.E-10 (from its default of 1.E-6) led MINOS on the SGI machine to
463report "optimal" values of 1.1266408461E+07 and 1.1266402835E+07. This
464clearly is a problem where the FEASIBILITY TOLERANCE, initial basis, and
465floating-point arithmetic strongly affect the "optimal" solution that
466MINOS reports. On the SGI machine, ALPO with SPLIT 3 found
467 primal: obj value = 1.126639607e+07 FEASIBLE ( 2.79e-09 )
468 dual: obj value = 1.126639604e+07 FEASIBLE ( 1.39e-16 )
469
470Bob Bixby reports the following about his experience solving DFL001
471with CPLEX:
472 First, the value for the objective function that I get running
473 defaults is 1.1266396047e+07, with the following residuals:
474
475 Max. unscaled (scaled) bound infeas.: 4.61853e-14 (2.30926e-14)
476 Max. unscaled (scaled) reduced-cost infeas.: 6.40748e-08 (6.40748e-08)
477 Max. unscaled (scaled) Ax-b resid.: 4.28546e-14 (4.28546e-14)
478 Max. unscaled (scaled) c_B-B'pi resid.: 8.00937e-08 (8.00937e-08)
479
480 The L_infinity condition number of the (scaled) optimal basis is
481 213737. I got exactly the same objective value solving the problem in
482 several different ways. I played a bit trying to get a better
483 reduced-cost infeasibility, but that seems hopeless (if not pointless)
484 given the c-Bpi residuals.
485
486 Just as an aside, this problem exhibits very interesting behavior when
487 solved using a simplex method. I ran reduced-cost pricing on it in
488 phase I, with the result that it took 465810 iterations to get
489 feasible. Running the default CPLEX pricing scheme, the entire
490 problem solved in 94337 iterations (33059 in phase I) on a
491 Sparcstation. Steepest-edge pricing (and a different scaling) took
492 25803 iterations. This is a nasty problem.
493
494
495Notes from Michael Saunders describing experience with MINOS on the
496problems he provided are available via the netlib request
497
498 send minos from lp/data
499
500Sources for the problems from Bob Fourer:
501 BORE3D, RECIPE, SHIP04L, SHIP04S, SHIP08L, SHIP08S, SHIP12L,
502SHIP12S, STANDATA, STANDGUB, STANDMPS, VTP.BASE: consulting.
503 80BAU3B: W. Kurator and Harvey Greenberg, Energy Information
504Administration (Greenberg is now at the Univ. of Colorado - Denver).
505 GREENBEA, GREENBEB: a large refinery model; see the book
506"A Model-Management Framework for Mathematical Programming" by Kenneth
507H. Palmer et al. (John Wiley & Sons, New York, 1984).
508 GROW15, GROW22, GROW7: R. Fourer, "Solving Staircase Linear Programs
509by the Simplex Method, 2: Pricing", Math. Prog. 25 (1983), pp. 251-292.
510 PILOT.JA, PILOT.WE, PILOT4, PILOTNOV: SOL, Stanford University.
511 GFRD-PNC, SIERRA: R. Helgason, J. Kennington, and P. Wong,
512"An Application of Network Programming for National Forest Planning",
513Technical Report OR 81006, Dept. of Operations Research, Southern
514Methodist University.
515 SC205, SCAGR25, SCAGR7, SCFXM1, SCFXM2, SCFXM3, SCORPION, SCRS8,
516SCSD1, SCSD6, SCSD8, SCTAP1, SCTAP2, SCTAP3: J.K. Ho and E. Loute,
517"A Set of Staircase Linear Programming Test Problems",
518Math. Prog. 20 (1981), pp. 245-250.
519 NESM: Gerald Brown, Naval Postgraduate School.
520 FORPLAN: John Mulvey, Princeton.
521 FIT1D, FIT1P, FIT2D, FIT2P: Bob Fourer himself.
522
523Concerning FIT1D, FIT1P, FIT2D, FIT2P, Bob Fourer says
524 The pairs FIT1P/FIT1D and FIT2P/FIT2D are primal and
525 dual versions of the same two problems [except that we
526 have negated the cost coefficients of the dual problems
527 so all are minimization problems]. They originate from
528 a model for fitting linear inequalities to data, by
529 minimization of a sum of piecewise-linear penalties.
530 The FIT1 problems are based on 627 data points and 2-3
531 pieces per primal pl penalty term. The FIT2 problems
532 are based on 3000 data points (from a different sample
533 altogether) and 4-5 pieces per pl term.
534
535To get C source for the compression program, issue the netlib request
536
537 send mpc.src from lp/data
538
539Contributions are welcome, either problems in MPS format or source code
540for problem generators. Send questions, comments, contributions to
541 David M. Gay
542 Bell Laboratories, Lucent Technologies
543 600 Mountain Avenue, room 2C-463
544 Murray Hill, NJ 07974-2070
545 U.S.A.
546 phone (908) 582-5623; FAX (908) 582-5857
547 E-mail dmg@research.bell-labs.com
548
549Cross reference: Eberhard Kranich's extensive bibliography on interior-
550point methods is available from netlib. For details, ask netlib to
551
552 send index from bib
553
554Change log...
555 1 June 1987: mpc.src added.
556 6 May 1988: GREENBEA, GREENBEB, AGG, AGG2, AGG3 added.
557 25 June 1988: STOCFOR1,2 added
558 16 Jan. 1989: STOCFOR3 added; bound and range information added to
559index file; MINOS 5.3 optimal values inserted.
560 23 Jan. 1989: correction to bound-handling portion of STOCFOR3 source
561code. This does not affect STOCFOR3 itself, but is relevant to other
562uses of this Fortran code.
563 6 April 1989: BLEND BOEING1 BOEING2 FINNIS PEROLD SC105 SC50A SC50B
564added.
565 27 June 1989: CYCLE KB2 LOTFI TUFF WOOD1P WOODW added.
566 30 Oct. 1989: BNL1 BNL2 D2Q06C DEGEN2 DEGEN3 added.
567 30 Nov. 1989: options -s and -S added to emps.c so you can request
568several problems at once and split them into files named by the
569problem name (in upper case with -S or in lower case with -s). For
570use with these new options, the NAME line of several problems has now
571been modified so that the first word after "NAME" gives the name
572specified above for the problem. Now all compressed MPS files have
573this property. The problems whose NAME line was thus modified are
574BLEND, BOEING1, FINNIS, FORPLAN, PEROLD, PILOT, PILOTNOV, STANDGUB,
575STANDMPS, STOCFOR1, and STOCFOR2.
576 22 Jan. 1990: all material described here made available by
577anonymous ftp from research.att.com (now netlib.bell-labs.com,
578directory /netlib/lp/data).
579 31 Jan. 1990: FIT1D, FIT1P, FIT2D, FIT2P added.
580 8 Feb. 1990: emps.c, emps.f modified to quietly ignore extra lines at
581the end of a compressed MPS file (e.g., those that mailers add).
582 15 Feb. 1990: added table of optimal values reported by Bob Bixby.
583 26 Feb. 1990: TRUSS added.
584 30 Apr. 1990: ascii (table of ASCII codes) added; MINOS(MIPS)
585optimal values added to this index file.
586 15 June 1990: MAROS and PILOT87 added.
587 11 Oct. 1990: DFL001 added.
588 9 Jan. 1991: Bixby's remarks about DFL001 added to index.
589 6 June 1991: emps.c and emps.f adjusted to pass "mystery lines"
590through, for possible use in conveying other problem information
591(in connection with mpc -m). [For years emps.c has had this ability;
592today's change fixes a bug with mystery lines just before ENDATA.]
593 4 Sept. 1991: "Kennington" problems made available by ftp from netlib.
594 21 Oct. 1991: minor cleanups...
5951. BOEING1: remove duplicate upper bounds for columns N1019AC3 and
596N1019AC4.
5972. PILOT: remove 8 duplicate right-hand side values for row BTRB01.
5983. PILOT87: remove lower bound of 49.5 on U[OG]ST0[12], which are
599subsequently fixed at 99 (UOST[12]) or 65.4.
600 2 May 1992: emps.c ANSIfied (with #ifdef KR_headers lines for
601old-style C compilers); new option -b changes blanks within names
602to underscores (and changes blank RHS names to RHS, etc.) -- for
603awk scripts and other programs that assume no blanks in names.
604 4 Feb. 1993: STOCFOR3 updated. STOCFOR3 and the other problems
605you can generate with the data in the stocfor3 bundle are the same
606numerically as before (but with different row and column labels).
607The update (courtesy of Gus Gassmann) fixes some bugs in other uses
608of the generator and expands your options in using the generator.
609The previous version is now stocfor3.old.
610 26 March 1993: D6CUBE added.
611 17 Jan. 1994: MAROS-R7 and MODSZK1 added.
612 12 April 1996: QAP8, QAP12, QAP15 added to result table; directory
613lp/generators/qap added for generating these problems.
614 7 August 2005: objective value for STOCFOR3 in CPLEX(Sparc) column
615of readme adjusted; some file names in "read.me" in the stocfor3
616bundle corrected; portability tweaks to mpc.src.
617
618