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.

Instance Statistics

Detailed explanation of the following tables can be found here.

Size Related Properties
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
Constraint Classification Properties
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

Structure

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

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

Best Known Solution(s)

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 16.73425 16.73425 0 0 0 - 2018-10-11 Solution imported from MIPLIB2010.
1 16.87626 16.87626 0 0 0 - 2018-10-11 Solution found during MIPLIB2017 problem selection.

Similar instances in collection

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 Variables Binaries Integers Continuous Constraints Nonz. Submitter Group Status Objective
neos-911970 888 840 0 48 107 3408 NEOS Server Submission neos-pseudoapplication-70 easy 54.76
nsrand-ipx 6621 6620 0 1 735 223261 MIPLIB submission pool easy 51200
assign1-10-4 572 520 0 52 582 28280 Robert Fourer assign1 open 422*
assign1-5-8 156 130 0 26 161 3720 Robert Fourer assign1 easy 211.999999999998
uct-subprob 2256 379 0 1877 1973 10147 Gerald Lach easy 314

Reference

@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 Nov 09, 2018 by Gregor Hendel
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