4 ms·
Darn, no benchmark against Ipopt, which in my experience still gives the best black-box performance on large, sparse quadratic problems. In my experience the co
by santaclaus 9y ago
Darn, no benchmark against Ipopt, which in my experience still gives the best black-box performance on large, sparse quadratic problems. In my experience the commercial solvers (Gurobi, Mosek) are actually quite slow.
- sidereus 9y agoI am happy to compare IPOPT as well. There was a github issue for this: https://github.com/oxfordcontrol/osqp_benchmarks/issues/1 https://github.com/oxfordcontrol/osqp_benchmarks/issues/1 As I said there, the current IPOPT Python interfaces do not report the timings. If you are aware of any fair way to time it from Python, I would be happy to add it. In my opinion using the Python "time" module can cause lags due to the Python interpreter.
- wenc 9y agoIf you can write your models in AMPL or GAMS or some modeling language, you would be able to test IPOPT's raw speed. I used IPOPT from AMPL for years and it is a formidable solver for general large-sparse NLPs. It would be nice to see benchmarks against it.