probportfolio: Instance-to-Instance Comparison Results

Type: Instance
Submitter: Feng Qiu
Description: Sample average approximation formulation of a probabilistic portfolio optimization problem. Solved using ug[SCIP/spx], a distributed massively parallel version of SCIP run on 2,000 cores at the HLRN-II super computer facility.
MIPLIB Entry

Parent Instance (probportfolio)

All other instances below were be compared against this "query" instance.

probportfolio Raw probportfolio Decomposed probportfolio Composite of MIC top 5 probportfolio Composite of MIPLIB top 5 probportfolio Model Group Composite
Raw This is the CCM image before the decomposition procedure has been applied.
Decomposed This is the CCM image after a decomposition procedure has been applied. This is the image used by the MIC's image-based comparisons for this query instance.
Composite of MIC Top 5 Composite of the five decomposed CCM images from the MIC Top 5.
Composite of MIPLIB Top 5 Composite of the five decomposed CCM images from the MIPLIB Top 5.
Model Group Composite Image Composite of the decomposed CCM images for every instance in the same model group as this query.

MIC Top 5 Instances

These are the 5 decomposed CCM images that are most similar to decomposed CCM image for the the query instance, according to the ISS metric.

Decomposed These decomposed images were created by GCG.
tanglegram6 decomposed tanglegram4 decomposed glass4 decomposed fhnw-schedule-paira100 decomposed fhnw-schedule-paira200 decomposed
Name tanglegram6 [MIPLIB] tanglegram4 [MIPLIB] glass4 [MIPLIB] fhnw-schedule-paira100 [MIPLIB] fhnw-schedule-paira200 [MIPLIB]
Rank / ISS The image-based structural similarity (ISS) metric measures the Euclidean distance between the image-based feature vectors for the query instance and all other instances. A smaller ISS value indicates greater similarity.
1 / 0.390 2 / 0.449 3 / 0.497 4 / 0.504 5 / 0.504
Raw These images represent the CCM images in their raw forms (before any decomposition was applied) for the MIC top 5.
tanglegram6 raw tanglegram4 raw glass4 raw fhnw-schedule-paira100 raw fhnw-schedule-paira200 raw

MIPLIB Top 5 Instances

These are the 5 instances that are most closely related to the query instance, according to the instance statistic-based similarity measure employed by MIPLIB 2017

Decomposed These decomposed images were created by GCG.
assign1-5-8 decomposed neos-911970 decomposed uct-subprob decomposed assign1-10-4 decomposed nsrand-ipx decomposed
Name assign1-5-8 [MIPLIB] neos-911970 [MIPLIB] uct-subprob [MIPLIB] assign1-10-4 [MIPLIB] nsrand-ipx [MIPLIB]
Rank / ISS The image-based structural similarity (ISS) metric measures the Euclidean distance between the image-based feature vectors for the query instance and all model groups. A smaller ISS value indicates greater similarity.
446 / 1.440 539 / 1.549 690 / 1.811 904 / 2.662 923 / 2.848
Raw These images represent the CCM images in their raw forms (before any decomposition was applied) for the MIPLIB top 5.
assign1-5-8 raw neos-911970 raw uct-subprob raw assign1-10-4 raw nsrand-ipx raw

Instance Summary

The table below contains summary information for probportfolio, the five most similar instances to probportfolio according to the MIC, and the five most similar instances to probportfolio according to MIPLIB 2017.

INSTANCE SUBMITTER DESCRIPTION ISS RANK
Parent Instance probportfolio [MIPLIB] Feng Qiu Sample average approximation formulation of a probabilistic portfolio optimization problem. Solved using ug[SCIP/spx], a distributed massively parallel version of SCIP run on 2,000 cores at the HLRN-II super computer facility. 0.000000 -
MIC Top 5 tanglegram6 [MIPLIB] Falk Hueffner The NP-hard Balanced Subgraph problem (variant of MaxCut) encoded as ILPs. Real-world instances from two applications from bioinformatics, finding monotone subsystems in gene regulatory networks (http://dx.doi.org/10.1007/s10878-009-9212-2) and finding optimal layouts of tanglegrams (http://dx.doi.org/10.1007/978-3-642-11269-0). 0.389600 1
tanglegram4 [MIPLIB] Falk Hueffner The NP-hard Balanced Subgraph problem (variant of MaxCut) encoded as ILPs. Real-world instances from two applications from bioinformatics, finding monotone subsystems in gene regulatory networks (http://dx.doi.org/10.1007/s10878-009-9212-2) and finding optimal layouts of tanglegrams (http://dx.doi.org/10.1007/978-3-642-11269-0). 0.449497 2
glass4 [MIPLIB] I. Luzzi Nesting instance 0.497330 3
fhnw-schedule-paira100 [MIPLIB] Simon Felix Continuous-time project scheduling and selection, inspired by an industry use-case. Each project has a value, the sum should be maximized. Each project has a deadline, and an earliest start date. Three formulations of the same problem ("Pair A", "Pair B" and "Slot") - we expect "Pair B" to be the best formulation. 0.503659 4
fhnw-schedule-paira200 [MIPLIB] Simon Felix Continuous-time project scheduling and selection, inspired by an industry use-case. Each project has a value, the sum should be maximized. Each project has a deadline, and an earliest start date. Three formulations of the same problem ("Pair A", "Pair B" and "Slot") - we expect "Pair B" to be the best formulation. 0.504197 5
MIPLIB Top 5 assign1-5-8 [MIPLIB] Robert Fourer Imported from the MIPLIB2010 submissions. 1.440142 446
neos-911970 [MIPLIB] NEOS Server Submission Imported from the MIPLIB2010 submissions. 1.549379 539
uct-subprob [MIPLIB] Gerald Lach Subproblem of a university course timetabling problem. Switched to "easy" because it was solved by Gurobi 5.0 in 2106 seconds (May 2012). 1.811285 690
assign1-10-4 [MIPLIB] Robert Fourer Imported from the MIPLIB2010 submissions. 2.662311 904
nsrand-ipx [MIPLIB] MIPLIB submission pool Imported from the MIPLIB2010 submissions. 2.848294 923


probportfolio: Instance-to-Model Comparison Results

Model Group Assignment from MIPLIB: no model group assignment
Assigned Model Group Rank/ISS in the MIC: N.A. / N.A.

MIC Top 5 Model Groups

These are the 5 model group composite (MGC) images that are most similar to the decomposed CCM image for the query instance, according to the ISS metric.

These are model group composite (MGC) images for the MIC top 5 model groups.
Model group: neos-pseudoapplication-109 Model group: map Model group: neos-pseudoapplication-2 Model group: polygonpack Model group: lectsched
Name neos-pseudoapplication-109 map neos-pseudoapplication-2 polygonpack lectsched
Rank / ISS The image-based structural similarity (ISS) metric measures the Euclidean distance between the image-based feature vectors for the query instance and all other instances. A smaller ISS value indicates greater similarity.
1 / 1.102 2 / 1.421 3 / 1.460 4 / 1.466 5 / 1.474

Model Group Summary

The table below contains summary information for the five most similar model groups to probportfolio according to the MIC.

MODEL GROUP SUBMITTER DESCRIPTION ISS RANK
MIC Top 5 neos-pseudoapplication-109 Jeff Linderoth (None provided) 1.101617 1
map Kiyan Ahmadizadeh Land parcel selection problems motivated by Red-Cockaded Woodpecker conservation problem 1.420956 2
neos-pseudoapplication-2 NEOS Server Submission Imported from the MIPLIB2010 submissions. 1.459902 3
polygonpack Antonio Frangioni Given a set P of polygons, not necessarily convex, and a rectangle, we want to find the subset S of P with largest possible total area and a position every p in S so that there are no overlaps and they are all included in the rectangle. We allow a small set of rotations (0, 90, 180, 270 degrees) for every polygon. The problem is simplified w.r.t. the real application because the polygons do not have (fully encircled) "holes", which are supposedly filled-in separately, although they can have "bays". Models are saved as .lp. Model LpPackingModel_Dim means that we are trying to pack polygons taken from set ; there are currently 5 different sets, and is 7, 10 or 15. 1.466240 4
lectsched Harald Schilly University lecture scheduling model 1.474224 5


Updated August 16, 2019