Matrix: LPnetlib/lp_stocfor3

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

LPnetlib/lp_stocfor3 graph
(bipartite graph drawing)

LPnetlib/lp_stocfor3 dmperm of LPnetlib/lp_stocfor3

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  • download as a MATLAB mat-file, file size: 168 KB. Use UFget(697) or UFget('LPnetlib/lp_stocfor3') in MATLAB.
  • download in Matrix Market format, file size: 312 KB.
  • download in Rutherford/Boeing format, file size: 185 KB.

    Matrix properties
    number of rows16,675
    number of columns23,541
    structural full rank?yes
    structural rank16,675
    # of blocks from dmperm33
    # strongly connected comp.1
    explicit zero entries3,752
    nonzero pattern symmetry 0%
    numeric value symmetry 0%
    Cholesky candidate?no
    positive definite?no

    authorG. Gassmann
    editorD. Gay
    kindlinear programming problem
    2D/3D problem?no

    Additional fieldssize and type
    bfull 16675-by-1
    cfull 23541-by-1
    lofull 23541-by-1
    hifull 23541-by-1
    z0full 1-by-1


    A Netlib LP problem, from a generator in lp/data.  For more information   
    send email to 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.         

    Ordering statistics:result
    nnz(V) for QR, upper bound nnz(L) for LU, with COLAMD1,523,278
    nnz(R) for QR, upper bound nnz(U) for LU, with COLAMD234,325

    Note that all matrix statistics (except nonzero pattern symmetry) exclude the 3752 explicit zero entries.

    SVD-based statistics:
    null space dimension0
    full numerical rank?yes

    singular values (MAT file):click here
    SVD method used:s = svd (full (R)) ; where [~,R,E] = spqr (A') with droptol of zero

    LPnetlib/lp_stocfor3 svd

    For a description of the statistics displayed above, click here.

    Maintained by Tim Davis, last updated 12-Mar-2014.
    Matrix pictures by cspy, a MATLAB function in the CSparse package.
    Matrix graphs by Yifan Hu, AT&T Labs Visualization Group.