LA CUMPARSITA

The TANGO Project collection of nonlinear programming test problems

The problems in this collection are geometrically meaningful. They can be described "in words". The dimensions are variable. Constraints are always present. Fortran 77 codes with functions and at least first derivatives are available.

Instructions:

Choose a problem from the list below. Download the problem and also download the method ALGENCAN from the TANGO Project home page (files algencanma.f and algencan.f). Compile both together typing

g77 -O4 -xf77-cpp-input algencanma.f algencan.f problem-name.f -o algencanma

(where "problem-name.f" is the file name of the problem you selected) and run it typing

algencanma

More detailed descriptions can be found within the problems code.

Problem name and subroutine Description Graphical representation
America
america.f
The objective is to draw a map of America in which the countries appear with areas that are proportional to their real values. [M, 2000]
Hard spheres
hardspheres.f
(See also the associated Kissing Number problem modeled as a feasibility problem in two different ways kissing.f kissing2.f)
The Hard-Spheres Problem is to maximize the minimum pairwise distance between npun points on a sphere in R^ndim. [CS, 1999]
Hard cube
hardcube.f
We consider the cube [-1,1]^{ndim} intersected with the complement of the unitary sphere. We want to find npun points in this set such that the minimum distance between them is maximal.
Smallest enclosing ellipsoid centered at the origin
ellipsoid.f
ellipsoid.dat
Given npun fixed points in R^ndim, minimize the volume of the ellipsoid, centered at the origin, that fits them. Points can be generated using the Cauchy distribution or given by the user. [TY, 2006]

File ellipsoid.dat corresponds to the coordinates of 4278 points in R^3 that represent the atoms of a protein of the Isoform alpha of the Thyroid Hormone Receptor.

Location problem
location.f
This is a variant of the family of location problems introduced in [BMR, 2001]. In the original problem, given a set of np disjoint polygons P1, P2, ..., Pnp in R^2 one wishes to find the point z1 in P1 that minimizes the sum of the distances to the other polygons.

In this variant we have, in addition to the np polygons, nc circles. Moreover, there is an ellipse which has a non empty intersection with P1 and such that z1 must be inside the ellipse and zi, i = 2, ..., np+nc must be outside. The detailed formulation can be found in [ABMS, 2007].

Here you can find the scripts to run ALGENCAN (runlocation-algencan) and ALSPG ( runlocation-alspg) in a set of small problems. ALSPG can also solve a set of very large problems ( runlocation-alspg-2). See in the scripts the suggested input data to reproduce the numerical examples presented in [ABMS, 2007]. Last but not least, here you can find the ready-to-use version of ALSPG to solve the location problem.

Nonlinear second-order one-dimensional problem with observed points
condor.f
We generate (using subroutine evalu) a function called usol as a Fourier polynomial with up to q = 20 terms. A grid in [0, 2 pi] with up to 1000 points is established. We generate function fi(t) in such a way that usol is a solution of the discretization of the differential equation u''(t) + [u'(t)]^2 + u(t) = fi(t). We select up to 1000 observation points equally spaced in [-2, 18] and observe the solution usol at these observation points, obtaining the observed solution uobs. Finally, uint, the interpolation of uobs in the grid points is computed. The optimization problem is to obtain the solution of the discretized differential equation which is closest, in the least-squares sense, to uint. Instances with q = 20, 500 observation points and 1000 grid points are challenging.
Piecefit: a novel application of OVO
piecefit.f
We defined usol, a piecewise linear function defined on [0,4] with kinks in 1 and 3 and discotinuity in 2. We discretized [0,4] with n points, including extremes. We defined uobs, a 10% perturbation of usol. The objective function is the sum of the p smaller squares of the discretized second derivatives of x. p, the OVO parameter, is given by the user. The restriction is that the root mean squared deviation of the solution found with respect to uobs is smaller than 0.2. In other words, using LOVO, this code aims to find a piecewise harmonic one-dimensional function.
Fit a continuous piecewise polynomial
pedazos4.f
We generate a table (t_i, y_i) with 30 equally spaced points between 1 and 30. The first 10 points are on a line, the second 10 on a parabola and the third 10 on a cubic. The points are 10% perturbed The overall function is continuous at 10 and 20. We fit a line to the first 10, a quadratic to the second 10 and a cubic to the third ten, with the conditions that we preserve continuity at 10 and 20. So, we have 9 unknowns and 2 equality constraints. The objective function is quadratic and the constraints are linear.
Pass mountain
mountain1.f
mountain2.f
Given a surface S(x,y) and initial and final points pi, pf in R^2 the problem consists on finding a path pi, p1, p2, ..., pN, pf from pi to pf such that max_{1 <= k <= N} S(pk) is as small as possible. Moreover, the distance between consecutive points in the path must be less than or equal to a prescribed tolerance. The problem has n = 2 N + 1 variables and m = 2 N + 1 inequality constraints, where N is the number of intermediate points in the path. The considered surfaces are: S(x,y) = sin( x * y ) + sin( x + y ) and S(x,y) = sin(x) + cos(y). [H, 2004], [MM, 2004]
Packing of circles within a circle
packccmn.f
(modeled as a feasibility problem packccmn-feas.f)
We wish to fit a fixed number of different-sized circular items within a circular object of radius R in such a way that the circular items do not overlap. [BMR, 2005]
Packing of circles within a rectangle
packcrmn-feas.f
We wish to fit a fixed number of different-sized circular items within a rectangular object of dimension L x W in such a way that the circular items do not overlap. In fact, the problem is coded for any arbitrary dimension. Therefore, it can also be used to fit spheres within a cuboid. [BMR, 2005] No image available.
Fix expiration dates for a content network location cache problem
cache.f
cache.dat
Mathematical programming model for fixing content location cache expiration dates at aggregation nodes in a content network, in order to maximize the information discovered by the nodes of the networks, while taking into account bandwidth constraints at the aggregation nodes. No image available.
Contour I
contor.f
Find the solution of the differential equation y'' = sin(y) which is closest to a set of given data points. The data (ti, yi) are such that yi is a 10 percent random perturbation of a true discrete solution. The true discrete solution is such that y(0)=y'(0)=1. No image available.
Contour II
contor2.f
Find the solution of the differential equation y'' = a y^2 + b y + c which is closest to a set of given data points, considering y, a, b and c as unknowns. The data (ti, yi) are such that yi is a random [-1,1] perturbation of a true discrete solution. The true discrete solution is such that y(0) = y'(0) = 1. No image available.
Simulation of Hartree-Fock
simfock.f
Given kdim and ndim satisfying ndim <= kdim, the problem is to minimize 0.5 x^T A x + b^T x subject to mat(x) mat(x) = mat(x), trace[mat(x)] = ndim, and mat(x) = mat(x)^T, where, n = kdim^2, x in R^n, and we define mat(x) in R^{kdim x kdim} as the matrix whose columnwise representation is x. Therefore, the problem has kdim^2 variables, kdim^2 nonlinear equality constraints and kdim * ( kdim - 1 ) / 2 + 1 linear equality constraints. No image available.
Simulation of Hartree-Fock II
simfock2.f
This a different formulation of the problem above. Given kdim and ndim satisfying ndim <= kdim, the problem is to minimize 0.5 x^T A x + b^T x subject to M orthonornal, where x is the columnwise representation of the matrix X = M M^T, and M in R^{kdim x ndim}. Therefore, the problem has ndim * kdim variables (the elements of matrix M) and ndim + ndim * ( ndim - 1 ) / 2 nonlinear equality constraints. No image available.
Bratu
bratu3Db.f
3D Boundary Value problem with known solution. [ABMS, 2007] No image available.
Bratu full
bratu3Db-full.f
This is a different version of the problem above. The distance of the solution to the origin is minimized and the origin is the initial guess. See [ABMS, 2007] or the comments within the Fortran file for details. No image available.
Packing of circular items within a circle minimizing its area (or perimeter)
genpack-cc-mina.f
Given a fixed number of fixed-size identical circles (called items), the objective is to find the smallest circle that fits the items without overlapping. [BS, 2008]
Packing of circular items within a square minimizing its area (or perimeter)
genpack-csq-mina.f
Given a fixed number of fixed-size identical circles (called items), the objective is to find the smallest square that fits the items without overlapping. [BS, 2008]
Balls
balls.f
This problem consists of finding np points in R^ndim such that the distance between any pair of them is not less than 1 and the maximum distance is as small as possible.
Elastic beam
vi8EA.f
This problem consists in finding the thickness distribution minimizing the compliance of an elastic beam. No image available.

References:

Last edited: July 15, 2008.