
22 May 2009  ================================================
             Benchmark of commercial and other (QC)QP solvers
             ================================================
                H. Mittelmann (mittelmann@asu.edu)

Logiles at http://plato.asu.edu/ftp/qpbench_logs/
Codes run in default mode on an AMD Opteron, 2,4GHz, 4GB RDRAM, Linux-2.6

BPMPD-2.21: http://neos.mcs.anl.gov/neos/solvers/lp:bpmpd/MPS.html (run locally, QPS input)
CLP-1.10.0: https://projects.coin-or.org/Clp (Simplex)
CPLEX-11.2: http://www.cplex.com/
IPOPT-3.6.0: http://projects.coin-or.org/Ipopt
KNITRO-6.0: http://www.ziena.com/knitro.html
LOQO-6.07: http://www.princeton.edu/~rvdb/
MOSEK-5.0.0.105: http://www.mosek.com
OOQP-0.99.19: http://www.cs.wisc.edu/~swright/ooqp
QPB-0.2: http://galahad.rl.ac.uk//

on the following convex QP and QCQP testcases (QP; qps1.mod, QCQP: qcqp.mod) http://plato.asu.edu/ftp/ampl_files/qpdata_ampl/

Given below is the number of successful runs. B: dir BRUNEL (46 cases), C: dir CUTE (76 cases), M: dir MISC (16 cases)

                       QP                                    
===================================================================
dir  BPMPD   CPLEX  KNITRO  IPOPT MOSEK  OOQP    QPB   LOQO    CLP
===================================================================
 B     46      46      46     46    45     46     46     46     46
 C     76      74      76     76    75     76     72     69     68
 M     16      15      16     15    16     14     14     16     14
===================================================================

           QCQP                      
=====================================
dir  CPLEX  KNITRO  IPOPT MOSEK  LOQO
=====================================
 B    45      45     46    46     35
 C    69      67     74    72     51
 M    15      16     15    15     12
=====================================

Given below are some sample CPU times in seconds. "f": fail

                         QP                                  
=========================================================================
example   BPMPD   CPLEX  KNITRO  IPOPT MOSEK   OOQP    QPB   LOQO    CLP
=========================================================================
BOYD1         8       6     332    194     4      f      f    222      f
BOYD2        63      22     494      f    17      f      f    232      f
CONT-201     10       9      42    461    15    236     67     36   1632
CONT-300     31      23     314   2023    61   1006    303    137  10583
CVXQP1_L     37     193     385   1975     f    511      f   3292      f
CVXQP2_L     26      70     119    696    36    169      f    425     44
CVXQP3_L     57     310     750   3841  1084   2333      f  15690      f
EXDATA       21     160      62    267   225     51      f    159   2879
=========================================================================

              QCQP                   
============================================
example   CPLEX  KNITRO  IPOPT MOSEK  LOQO
============================================
BOYD1        36     276    206     7    348
BOYD2        31   15200      f   231      f
CONT-201     23     222    537    15    189
CONT-300     40    1075   2975    62   3003
CVXQP1_L    836    3388   5583   496      f
CVXQP2_L    357    1294    851    67      f
CVXQP3_L   1089   72153  10918  3467      f
EXDATA      493     181    306   283    279
============================================

Problem statistics for the QPs

==============================================================
example         var    bounds     equal       nz(A)     nz(Q) 
==============================================================
BOYD1         93261     93261        18      802156     93261
BOYD2         93263     93263    186531      423784         2
CONT-201      40397     40397     40198      199199     10400
CONT-300      90597     90597     90298      448799     23100
CVXQP1_L      10000     10000      5000       14998     69968
CVXQP2_L      10000     10000      2500        7499     69968
CVXQP3_L      10000     10000      7500       22497     69968
EXDATA         1500      1500      3001        7500   2250000
===================================================================

given are the numbers of variables, of bounded variables, of
(in)equality constraints, and of nonzeros in the constraint matrix 
and of the matrix in the quadratic term
=============================================================================