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Mathematical Programming Computation

, Volume 8, Issue 2, pp 191–214 | Cite as

CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization

  • Henrik A. Friberg
Full Length Paper

Abstract

The Conic Benchmark Library is an ongoing community-driven project aiming to challenge commercial and open source solvers on mainstream cone support. In this paper, 121 mixed-integer and continuous second-order cone problem instances have been selected from 11 categories as representative for the instances available online. Since current file formats were found incapable, we embrace the new Conic Benchmark Format as standard for conic optimization. Tools are provided to aid integration of this format with other software packages.

Keywords

Problem instances Conic programming Mixed integer programming 

Mathematics Subject Classification

90C90 90C25 90C11 

Notes

Acknowledgments

The author owe a special thanks to Erling D. Andersen and Mathias Stolpe who supervised the work on CBLIB, and to Ambros Gleixner and Thorsten Koch for hosting and maintaining the benchmarking library at Zuse Institute Berlin. Another great thank you goes to the anonymous peer reviewers for their valuable feedback, and to the many who has contributed instances or given feedback to drive the benchmark library forward. The author, Henrik A. Friberg, was funded by MOSEK ApS and the Danish Ministry of Higher Education and Science through the Industrial PhD project “Combinatorial Optimization over Second-Order Cones and Industrial Applications”.

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Copyright information

© Springer-Verlag Berlin Heidelberg and The Mathematical Programming Society 2015

Authors and Affiliations

  1. 1.Department of Wind EnergyTechnical University of DenmarkRoskildeDenmark
  2. 2.MOSEK ApSCopenhagenDenmark

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