7 May 2008 ================================================
Benchmark of commercial and other (QC)QP solvers
================================================
H. Mittelmann (mittelmann@asu.edu)
Logiles at http://plato.asu.edu/ftp/qpbench_logs/
BPMPD-2.21: http://neos.mcs.anl.gov/neos/solvers/lp:bpmpd/MPS.html (run locally, QPS input)
CPLEX-11.01: http://www.cplex.com/
IPOPT-3.4.0: http://projects.coin-or.org/Ipopt
KNITRO-5.2: http://www.ziena.com/knitro.html
LOQO-6.07: http://www.princeton.edu/~rvdb/
MOSEK-5.0.0.79: http://www.mosek.com
OOQP-0.99.19: http://www.cs.wisc.edu/~swright/ooqp
QPB-0.2: http://galahad.rl.ac.uk//
QP
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dir BPMPD CPLEX KNITRO IPOPT MOSEK OOQP QPB LOQO
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B 46 46 46 46 45 46 46 46
C 76 74 76 76 75 76 72 69
M 16 15 16 15 16 14 14 16
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QCQP
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dir CPLEX KNITRO IPOPT MOSEK LOQO
=====================================
B 45 38 46 46 35
C 69 67 74 72 51
M 15 16 14 15 12
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Given below are some sample CPU times in seconds. "f": fail
QP
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no BPMPD CPLEX KNITRO IPOPT MOSEK OOQP QPB LOQO
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1 8 5 265 155 4 f f 222
2 63 22 457 f 15 f f 232
3 10 9 39 408 14 236 67 36
4 31 23 257 1554 58 1006 303 137
5 37 188 327 1765 f 511 f 3292
6 26 68 106 607 35 169 f 425
7 57 271 635 3484 934 2333 f 15690
8 21 153 188 242 195 51 f 159
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QCQP
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no CPLEX KNITRO IPOPT MOSEK LOQO
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1 35 272 217 6 348
2 28 10044 f 94 f
3 22 202 457 13 189
4 39 877 2172 56 3003
5 830 2645 4716 455 f
6 343 1115 744 62 f
7 1044 61147 8585 3189 f
8 402 271 284 246 279
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Problem statistics for the QPs
=================================================================== no example var bounds equal nz(A) nz(Q) =================================================================== 1 BOYD1 93261 93261 18 802156 93261 2 BOYD2 93263 93263 186531 423784 2 3 CONT-201 40397 40397 40198 199199 10400 4 CONT-300 90597 90597 90298 448799 23100 5 CVXQP1_L 10000 10000 5000 14998 69968 6 CVXQP2_L 10000 10000 2500 7499 69968 7 CVXQP3_L 10000 10000 7500 22497 69968 8 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 =============================================================================