maros_meszaros_data

Maros Meszaros problems data files in .mat format

These are the converted Maros Meszaros problems to .mat files. The problems have the form

minimize        0.5 x' P x + q' x + r

subject to      l <= A x <= u

where x in R^n is the optimization variable. The objective function is defined by a positive semidefinite matrix P in S^n_+, a vector q in R^n and a scalar r in R. The linear constraints are defined by matrix A in R^{m x n} and vectors l in R^m U {-inf}^m, u in R^m U {+inf}^m.

Converting the problems

To generate the .mat files you need the following steps

1. Install CUTEst with its Matlab interface. Make sure cutest2matlab works together with the interface commands.

2. From Matlab, run

   cd sif/
   extract_sif.m
   

The .mat files should appear in the maros_meszaros_data/ folder. This repository already includes the converted files so that the scripts are easier to download and execute.