16 Nov 2011 ================================================
Benchmark of commercial and other (QC)QP solvers
================================================
H. Mittelmann (mittelmann@asu.edu)
Logiles at plato.asu.edu/ftp/qpbench_logs/
BPMPD-2.21: neos-server.org/neos/solvers/lp:bpmpd/MPS.html (run locally, QPS input)
CLP-1.14.3: projects.coin-or.org/Clp (Barrier; wrongful claim of optimal solutions in several cases.)
CONOPT-3.14: www.conopt.com
CPLEX-12.3.0.0: CPLEX
IPOPT-3.10.1: projects.coin-or.org/Ipopt
KNITRO-8.0: www.ziena.com/knitro.html
MOSEK-6.0.0.122: www.mosek.com
OOQP-0.99.19: www.cs.wisc.edu/~swright/ooqp
GUROBI-4.6.0: gurobi.com
LOQO-6.07: www.princeton.edu/~rvdb/`
XPRESS-7.2.1: XPRESS
QP
=========================================================================
dir BPMPD CPLEX KNITRO IPOPT MOSEK OOQP CONOPT CLP GUROBI LOQO XPRESS
=========================================================================
B 46 46 46 46 46 46 42 45 46 46 46
C 76 74 76 76 74 76 70 74 76 69 73
M 16 15 16 15 15 14 11 14 15 16 15
=========================================================================
QCQP
===================================================
dir CPLEX KNITRO IPOPT MOSEK CONOPT LOQO XPRESS
===================================================
B 45 45 44 44 43 38 46
C 70 76 74 65 74 53 73
M 15 16 15 14 12 12 15
===================================================
Given below are some sample elapsed times in seconds. "f": fail
QP
=========================================================================
example BPMPD CPLEX KNITR IPOPT MOSEK OOQP CONPT CLP GUROB LOQO XPRSS
=========================================================================
BOYD1 3 1 68 53 2 f f 13 1 50 4
BOYD2 32 10 43 f 6 f 460 f 5 91 6
CONT-201 7 2 6 127 6 116 f 175 2 47 7
CONT-300 22 5 19 687 18 625 f f 5 161 16
CVXQP1_L 28 25 15 1144 f 334 55 4658 13 23875 3
CVXQP2_L 20 11 9 334 6 92 45 2597 4 324 2
CVXQP3_L 42 46 18 2066 f 2299 f f 86 13152 4
EXDATA 15 44 12 85 38 21 69 320 20 69 19
=========================================================================
QCQP
=========================================================
example CPLEX KNITRO IPOPT MOSEK CONOPT LOQO XPRESS
=========================================================
BOYD1 f 69 61 f f 103 4
BOYD2 f 158 f f 471 f 6
CONT-201 8a 9 147 5 f 275 7
CONT-300 14a 32 1050 18 f 3233 16
CVXQP1_L f 29 2985 93 49 f 4
CVXQP2_L 105 11 401 18 47 f 2
CVXQP3_L f 75 6226 507 f f 4
EXDATA 97a 30 97 45 74 121 20
=========================================================
"a": reduced accuracy
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 =============================================================================