## LPnetlib/lp_stocfor3

Netlib LP problem stocfor3: minimize c'*x, where Ax=b, lo<=x<=hi

Name | lp_stocfor3 |
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Group | LPnetlib |

Matrix ID | 697 |

Num Rows | 16,675 |

Num Cols | 23,541 |

Nonzeros | 72,721 |

Pattern Entries | 76,473 |

Kind | Linear Programming Problem |

Symmetric | No |

Date | 1989 |

Author | G. Gassmann |

Editor | D. Gay |

SVD Statistics | |
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Matrix Norm | 1.696203e+03 |

Minimum Singular Value | 1.944783e-02 |

Condition Number | 8.721813e+04 |

Rank | 16,675 |

sprank(A)-rank(A) | 0 |

Null Space Dimension | 0 |

Full Numerical Rank? | yes |

Download Singular Values | MATLAB |

Download | MATLAB Rutherford Boeing Matrix Market |
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Notes |
A Netlib LP problem, from a generator in lp/data. For more information send email to netlib@ornl.gov with the message: send index from lp send readme from lp/data This copy of STOCFOR3 was created by the STOCFOR generator program, on an Sun UltraSparc, on May 15, 1997. The following are relevant excerpts from lp/data/readme (by David M. Gay): The column and nonzero counts in the PROBLEM SUMMARY TABLE below exclude slack and surplus columns and the right-hand side vector, but include the cost row. We have omitted other free rows and all but the first right-hand side vector, as noted below. The byte count is for the MPS compressed file; it includes a newline character at the end of each line. These files start with a blank initial line intended to prevent mail programs from discarding any of the data. The BR column indicates whether a problem has bounds or ranges: B stands for "has bounds", R for "has ranges". The optimal value is from MINOS version 5.3 (of Sept. 1988) running on a VAX with default options. PROBLEM SUMMARY TABLE Name Rows Cols Nonzeros Bytes BR Optimal Value STOCFOR3 16676 15695 74004 (see NOTES) -3.9976661576E+04 Bob Bixby reports that the CPLEX solver (running on a Sparc station) finds slightly different optimal values for some of the problems. On a MIPS processor, MINOS version 5.3 (with crash and scaling of December 1989) also finds different optimal values for some of the problems. The following table shows the values that differ from those shown above. (Whether CPLEX finds different values on the recently added problems remains to be seen.) Problem CPLEX(Sparc) MINOS(MIPS) STOCFOR3 -3.9976785944E+04 -3.9976776417E+04 STOCFOR1,2,3 are stochastic forestry problems from Gus Gassmann. To quote Gus, "All of them are seven-period descriptions of a forestry problem with a random occurrence of forest fires, and the size varies according to the number of realizations you use in each period." STOCFOR1 "is the deterministic version, STOCFOR2 has 2 realizations each in periods 2 to 7, and the monster STOCFOR3 has 4,4,4,2,2, and 2 realizations, respectively." The compressed form of STOCFOR3 would be 652846 bytes long, so requesting STOCFOR3 will instead get you a bundle of about 174 kilobytes that includes source for Gus's program, the data files for generating STOCFOR3 and a summary of "A Standard Input Format for Multistage Stochastic Linear Programs" by J.R. Birge, M.A.H. Dempster, H.I. Gassmann, E.A. Gunn, A.J. King, and S.W. Wallace [COAL Newsletter No. 17 (Dec. 1987), pp. 1-19]. Data files are also included for generating versions of STOCFOR1,2 that have more decimal places than the versions in lp/data. Added to Netlib on 16 Jan. 1989; bound and range information added to index file; MINOS 5.3 optimal values inserted. Updated, in Netlib, on 4 Feb. 1993. STOCFOR3 and the other problems you can generate with the data in the stocfor3 bundle are the same numerically as before (but with different row and column labels). The update (courtesy of Gus Gassmann) fixes some bugs in other uses of the generator and expands your options in using the generator. |