Submitter | Variables | Constraints | Density | Status | Group | Objective | MPS File |
---|---|---|---|---|---|---|---|

Feng Qiu | 320 | 302 | 6.85017e-02 | hard | -- | 16.734246764 | probportfolio.mps.gz |

Sample average approximation formulation of a probabilistic portfolio optimization problem. Solved using ug[SCIP/spx], a distributed massively parallel version of SCIP run on 2,000 cores at the HLRN-II super computer facility.

Imported from MIPLIB2010.

Detailed explanation of the following tables can be found here.

Original | Presolved | |
---|---|---|

Variables | 320 | 320 |

Constraints | 302 | 302 |

Binaries | 300 | 300 |

Integers | 0 | 0 |

Continuous | 20 | 20 |

Implicit Integers | 0 | 0 |

Fixed Variables | 0 | 0 |

Nonzero Density | 0.0685017 | 0.0685017 |

Nonzeroes | 6620 | 6620 |

Original | Presolved | |
---|---|---|

Total | 302 | 302 |

Empty | 0 | 0 |

Free | 0 | 0 |

Singleton | 0 | 0 |

Aggregations | 0 | 0 |

Precedence | 0 | 0 |

Variable Bound | 0 | 0 |

Set Partitioning | 0 | 0 |

Set Packing | 0 | 0 |

Set Covering | 0 | 0 |

Cardinality | 0 | 0 |

Invariant Knapsack | 1 | 1 |

Equation Knapsack | 0 | 0 |

Bin Packing | 0 | 0 |

Knapsack | 0 | 0 |

Integer Knapsack | 0 | 0 |

Mixed Binary | 301 | 301 |

General Linear | 0 | 0 |

Indicator | 0 | 0 |

Available nonzero structure and decomposition information. Further information can be found here.

Decomposed structure of original problem (dec-file)

Decomposed structure after trivial presolving (dec-file)

value | min | median | mean | max | |
---|---|---|---|---|---|

Components | 0.4771212 | ||||

Constraint % | 0.331126 | 0.331126 | 0.331126 | 0.331126 | |

Variable % | 6.250000 | 50.000000 | 50.000000 | 93.750000 | |

Score | 0.0033110 |

Find solutions below. Download the archive containing all solutions from the Download page.

ID | Objective | Exact | Int. Viol | Cons. Viol | Obj. Viol | Submitter | Date | Description | |
---|---|---|---|---|---|---|---|---|---|

2 | 2 | 16.73425 | 16.73425 | 0 | 0 | 0 | - | 2018-10-11 | Solution imported from MIPLIB2010. |

1 | 1 | 16.87626 | 16.87626 | 0 | 0 | 0 | - | 2018-10-11 | Solution found during MIPLIB2017 problem selection. |

The following instances are most similar to probportfolio in the collection. This similarity analysis is based on 100 scaled instance features describing properties of the variables, objective function, bounds, constraints, and right hand sides.

Instance | Status | Variables | Binaries | Integers | Continuous | Constraints | Nonz. | Submitter | Group | Objective | Tags |
---|---|---|---|---|---|---|---|---|---|---|---|

neos-911970 | easy | 888 | 840 | 0 | 48 | 107 | 3408 | NEOS Server Submission | neos-pseudoapplication-70 | 54.76 | benchmark benchmark_suitable set_partitioning set_covering mixed_binary |

nsrand-ipx | easy | 6621 | 6620 | 0 | 1 | 735 | 223261 | MIPLIB submission pool | -- | 51200 | benchmark_suitable set_packing set_covering mixed_binary |

assign1-10-4 | open | 572 | 520 | 0 | 52 | 582 | 28280 | Robert Fourer | assign1 | 422* | set_partitioning cardinality mixed_binary |

assign1-5-8 | easy | 156 | 130 | 0 | 26 | 161 | 3720 | Robert Fourer | assign1 | 211.999999999998 | benchmark benchmark_suitable set_partitioning cardinality mixed_binary |

uct-subprob | easy | 2256 | 379 | 0 | 1877 | 1973 | 10147 | Gerald Lach | -- | 314 | benchmark benchmark_suitable aggregations variable_bound set_partitioning set_packing mixed_binary |

```
@techreport{ShinanoAchterbergBertholdHeinzKoch2010TR,
author = {Yuji Shinano and Tobias Achterberg and Timo Berthold and
Stefan Heinz and Thorsten Koch},
institution = {Zuse Institute Berlin},
number = {ZR 10-27},
title = {Para{SCIP} -- a parallel extension of {SCIP}},
year = {2010}
}
```

Last Update Mai 20, 2021 by Philipp Wellner

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