osqp/osqp_benchmarks
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QP Benchmarks for the OSQP Solver against GUROBI, MOSEK, ECOS and qpOASES
5 mentions on Hacker News by 2 people: 0 stories, 5 comments · first 2017-11-26 · latest 2017-11-28
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…the 1e-3 test is appropriate. > As mentioned in the README of the repository that you checked out ( https://github.com/oxfordcontrol/osqp_benchmarks ) we used the conversion scripts from here: https://github.com/YimingYAN/QP-Test-Problems…
comment by tmyklebu · 2017-11-28 · in Show HN: OSQP: a new first-order solver for large-scale quadratic programs -
…optimality for the examples. As mentioned in the README of the repository that you checked out ( https://github.com/oxfordcontrol/osqp_benchmarks ) we used the conversion scripts from here: https://github.com/YimingYAN/QP-Test-Problems If…
comment by sidereus · 2017-11-27 · in Show HN: OSQP: a new first-order solver for large-scale quadratic programs -
…though OSQP can solve also LPs, it is optimized to solve QPs. You can find some benchmarks here: https://github.com/oxfordcontrol/osqp_benchmarks They include: - Randomly generated QPs from several classes such as control, portfolio,…
comment by sidereus · 2017-11-27 · in Show HN: OSQP: a new first-order solver for large-scale quadratic programs -
I am happy to compare IPOPT as well. There was a github issue for this: 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…
comment by sidereus · 2017-11-26 · in Show HN: OSQP: a new first-order solver for large-scale quadratic programs -
arXiv paper: https://arxiv.org/abs/1711.08013 benchmarks: https://github.com/oxfordcontrol/osqp_benchmarks It is the default LP/QP solver in cvxpy 1.0: https://github.com/cvxgrp/cvxpy
comment by sidereus · 2017-11-26 · in Show HN: OSQP: a new first-order solver for large-scale quadratic programs