osqp/osqp_benchmarks

QP Benchmarks for the OSQP Solver against GUROBI, MOSEK, ECOS and qpOASES

The Operator Splitting QP Solver

Visit our GitHub Discussions page for any questions related to the solver!

The documentation is available at osqp.org

The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving problems in the form

minimize        0.5 x' P x + q' x

subject to      l <= A x <= u

where x in R^n is the optimization variable. The objective function is defined by a positive semidefinite matrix P in S^n_+ and vector q in R^n. The linear constraints are defined by matrix A in R^{m x n} and vectors l and u so that l_i in R U {-inf} and u_i in R U {+inf} for all i in 1,...,m.

Citing OSQP

If you are using OSQP for your work, we encourage you to

• Cite the related papers,
• Put a star on this repository.

We are looking forward to hearing your success stories with OSQP! Please share them with us.

Bug reports and support

Please report any issues via the Github issue tracker. All types of issues are welcome including bug reports, documentation typos, feature requests and so on.

Numerical benchmarks

Numerical benchmarks against other solvers are available here.

osqp_benchmarks's Issues

Some objective values for Maros Mezaros and QPLIB instances are incorrect

I ran the Maros Mezaros instances and some QPLIB (those that did not return errors). What I observed is that many objective values do not match those that are reported elsewhere, for example PRIMALC2, DUALC2, BOYD2, PRIMAC5 (MM) and 8792, 8559, 8567 (QPLIB), ... These examples are completely off and not just a little, so it cannot be accuracy.

My suspicion is that there is a problem with the instance parsers, for two reasons: (1) MOSEK returns the same (incorrect) objective values, and (2) QPLIB returns error messages for some problems that upper bound values exceed lower bound values.

Do you consider adding IPOPT in benchmarks?

Great work! It would be great if IPOPT can be added into benchmarks as well.

How to run the benchmark tests

Hi,

I am using Ubuntu system. Should I put the osqp_benchmarks to some specific location? Because when I tried to run run_benchmark_problems.py, the terminal shows ImportError: No module named osqp.

Some issues from qplib problem

Hi,

I tried some qplib problem benchmark test, but found there are some non-convex warnings. I was wondering if you met the similar issues? Such as for "QPLIB_0343", OSQP showed "ERROR in LDL_factor: Error in KKT matrix LDL factorization when computing the nonzero elements. The problem seems to be non-convex".