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

Utz-Uwe Haus | 47611 | 213801 | 4.66962e-05 | open | – | 73.82346956113* | snip10x10-35r1budget17.mps.gz |

Exact MILP reformulation using binary decision diagrams to obtain scenario bundles of 2-stage stochastic expected shortest path and expected maximum flow problem with decision dependent scenario probabilities. Notes: * very few binary variables * for each fixing of the binaries a system of equations computing conditioned probabilities remains

Detailed explanation of the following tables can be found here.

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

Variables | 47611 | 47542 |

Constraints | 213801 | 117774 |

Binaries | 63 | 44 |

Integers | 0 | 0 |

Continuous | 47548 | 47498 |

Implicit Integers | 0 | 0 |

Fixed Variables | 0 | 0 |

Nonzero Density | 4.66962e-05 | 6.52454e-05 |

Nonzeroes | 475334 | 365323 |

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

Total | 213801 | 117774 |

Empty | 0 | 0 |

Free | 0 | 0 |

Singleton | 95069 | 0 |

Aggregations | 23762 | 23737 |

Precedence | 0 | 0 |

Variable Bound | 0 | 1081 |

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 | 94969 | 92955 |

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 | 0.301030 | ||||

Constraint % | 79.8451 | 79.8451 | 79.8451 | 79.8451 | |

Variable % | 50.0463 | 50.0463 | 50.0463 | 50.0463 | |

Score | 0.398856 |

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 |
---|---|---|---|---|---|---|---|---|

1 | 73.82347 | 73.82348 | 0 | 1e-06 | 0 | - | 2018-10-13 | Solution found during MIPLIB2017 problem selection. |

The following instances are most similar to snip10x10-35r1budget17 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 |
---|---|---|---|---|---|---|---|---|---|---|

istanbul-no-cutoff | 5282 | 30 | 0 | 5252 | 20346 | 71477 | Utz-Uwe Haus | – | easy | 204.08170701 |

net12 | 14115 | 1603 | 0 | 12512 | 14021 | 80384 | P. Belotti | – | easy | 214 |

neos-5188808-nattai | 14544 | 288 | 0 | 14256 | 29452 | 133686 | Jeff Linderoth | neos-pseudoapplication-98 | easy | 0.110283623 |

neos-691058 | 3006 | 1755 | 0 | 1251 | 2667 | 30837 | NEOS Server Submission | neos-pseudoapplication-110 | easy | 296.999999999986 |

nsa | 388 | 36 | 0 | 352 | 1297 | 4204 | MIPLIB submission pool | – | easy | 120 |

```
@TechReport{haus-michini-laumanns:17-arxiv,
author = {Utz-Uwe Haus and Carla Michini and Marco Laumanns},
title = {Scenario Aggregation using Binary Decision Diagrams
for Stochastic Programs with Endogenous Uncertainty},
institution = {arxiv.org},
year = 2017,
type = {arxiv eprint},
number = {arXiv:1701.04055}
}
```

Last Update Jan 18, 2019 by Gregor Hendel

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