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FP5

COCONUT Informe resumido

Project ID: IST-2000-26063
Financiado con arreglo a: FP5-IST
País: Austria

Benchmarking suite

The benchmarking suite is a comprehensive collection of over three hundred constraint satisfaction and around one thousand optimisation problems from academic, industrial and real-life domains. Executable versions of these test problems, as well as information on their sources, are publicly available on the COCONUT web site.

The problems range in difficulty from easy to very challenging, their sizes vary from a few variables to over 1000 variables. These test problems come from both the research literature and a wide spectrum of applications, including chemical engineering (pooling and blending, separation, heat exchanger network design, phase and chemical equilibrium, reactor network synthesis, etc.); computational chemistry (including molecular design); civil engineering; robotics; operations research; economics (including Nash equilibrium, Walrasian equilibrium, and traffic assignment problems); finance (portfolio optimisation); multi-commodity network flow problems; process design; stability analysis; VLSI chip design.

The problem suite also incorporates as integral part most problems from the CUTE test collection (covering among others the Argonne test set, the Hock and Schittkowski collection, the Dembo network problems, the Gould quadratic programs, etc.), from the handbook of test problems in local and global optimisation, from the GLOBAL Library, and from the Numerica test problem collection; in addition, it contains many other constraint satisfaction problems from the literature and the world wide Web.

Some problems (e.g. linear or convex quadratic programs) are known to be solvable by local optimisation alone. They were retained in the benchmark to be able to measure the overhead, which global solvers have in order to prove optimality, compared with local solvers who assume the convex structure from the outset and hence are usually significantly faster.

As far as reasonable, all problems were checked for correctness; inconsistencies with information available from other sources were removed if possible. Information about (approximate) solutions and putative global minimizers and minima were provided in all but a few cases (where runtime constraints became active).

All test problems are coded and can be downloaded in the AMPL modelling language.

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UNIVERSITAET WIEN - INSTITUT FUER MATHEMATIK
STRUDLHOFGASSE 4
1090 WIEN
Austria
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