probportfolio

invariant_knapsack mixed_binary

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 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

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 Apr 09, 2019 by Gregor Hendel
generated with R Markdown
© 2019 by Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB)
Imprint