16 May 2012 ================================================
Parallel Barrier Solvers on Large LP/QP problems
================================================
H. Mittelmann (mittelmann@asu.edu)
CPLEX-12.4.0.0: CPLEX(QP with 12.3)
GUROBI-5.0.0: GUROBI
MOSEK-6.0.0.137: MOSEK
XPRESS-7.3.1: XPRESS
IPOPT-3.10.2: IPOPT
The barrier methods (w/o crossover) of the above solvers were run on
a 3.47 GHz Intel Xeon X5690 (6 cores, 48GB)
on large LP/QP problems from
here.
Times given are elapsed times in seconds.
=====================================================
problem CPLEX GUROBI MOSEK XPRESS IPOPT
-----------------------------------------------------
in 46462 165 914 303
pde_10 2269 756 4485 2098
pde_1 2523 2114 9586 6358
pde_200 299 547 4515 622
pde_20 1894 2018 23727 2785
pde_2 5269 15393 47523 24941
qap_2 slow fail slow 1499
srd300 10112 >35000 18212 12206
zib01 6027a 8435 9172 6682
-----------------------------------------------------
L2CTA3D 3269 6415 5672 1975
bdry2_0 1931a 1045 2628a 2545 4641
bdry2_1 10999a 6824 31211a 5192 31089
cont5_2_0 516 1051 28 556 1186
cont5_2_1 1746 4314a 57a 1352 3270
cont5_2_2 8005 fail 127 3625 11579
twod_00 2471 8795 14733a 2824 9348
twod_0 12411 46287 fail 13261 41616
=====================================================
"a": red. accuracy
problem statistics
===========================================================
problem constraints variables nonzeros MPS-file
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in 1526203 1449074 6813128 561 MB
pde_10 13225799 4414198 39669001 1.96 GB
pde_1 26993999 9005998 80970001 4.1 GB
pde_200 5067399 3382596 15197001 824 MB
pde_20 13225799 8824196 39669001 2.2 GB
pde_2 26993999 18005996 80970001 4.5 GB
qap_2 57360 14400 203040 70.7 MB
srd300 1101467 2052911 59170079 1.6 GB
zib01 5887041 12471400 49877768 2.5 GB
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L2CTA3D 210000 10000000 30000000 1.8 GB
bdry2_0 4001998 4003997 19991999
bdry2_1 12253498 12256997 61235999
cont5_2_0 1959681 1961081 11749904
cont5_2_1 3999656 4001656 23986126
cont5_2_2 8999641 9002641 53979959
twod_00 505284 511446 4856046
twod_0 989604 999306 9586066
============================================================