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Maros and Meszaros Convex QP Test Problems (MAT Format)

Problem format:

  min   0.5 x'Qx + c'x 
  s.t.  rl <= Ax <= ru,
        lb <=  x <= ub.

Notes

• If rl = ru, setting b = rl, we can get

    min  0.5 x'Qx + c'x
    s.t. Ax = b 				
         lb <= x <= ub.

These problems are consistent with the discrption from Maros and Meszaros.

• In the discription about these test problems from Maros and Meszaros, they assume rl=ru. BUT we do observe that for quite a few problems, rl ~= ru. For details of extracted problems, see log.txt.

• To regenerate the mat files, run setup first and then qps2mat. The function coinRead only runs on Windows system!!

Credits

Function coinRead from OPTI Toolbox is the core of this project. It ultilizes the MPS input function in CoinUtils from COIN-OR project.

Copyright declaration:

• Maros and Meszaros Convex QP Test Problems: http://www.doc.ic.ac.uk/~im/
• OPTI Toolbox: http://www.i2c2.aut.ac.nz/Wiki/OPTI/
• CoinUtils : https://projects.coin-or.org/CoinUtils

Yiming Yan @ The University of Edinburgh

March 12, 2014