Benchmarking interior point Lp/Qp solvers

DOI10.1080/10556789908805767MaRDI QIDQ4504797zbMATH OpenOpenAlexFDO

Authors Hans D. Mittelmann

Publication date 5 December 2001

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556789908805767

zbMATH Keywords

interior point methodslinear optimizationquadratic optimization

Mathematics Subject Classification ID

Linear programming (90C05) Quadratic programming (90C20) Interior-point methods (90C51)

Review text

In this work results of a comparison of five LP codes, BPMPD, HOPDM, LOQO, LIPSOL, and SOPLEX are reported and also of the first three as QP solvers. Since LOQO can solve general NLP problems it is in another class. For LP/QP problems it proves to be robust but it solves certain LP problems somewhat slower due to its limited presolve feature. SOPLEX as the only simplex-based program is highly competitive in general but is beaten by the best IPM codes on certain problems. Among the IPM codes BPMPD stands out while HOPDM has not been perfected as much for the solution of LP/QP problems but rather for use in other contexts requiring its pioneering warmstart feature which is now also available for BPMPD. LIPSOL is the only code in Matlab which has both advantages and disadvantages. It is a pure LP solver and has thus limited applicability compared to the other codes but solves LP problems with an efficiency close to that of BPMPD and HOPDM.

Recommendations

• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• LOQO:an interior point code for quadratic programming
• scientific article; zbMATH DE number 1047679
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Cites work

• Fast Cholesky factorization for interior point methods of linear programming
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• On free variables in interior point methods
• On the Implementation of a Primal-Dual Interior Point Method
• Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
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Cited in

(6)

• Inner and outer loop optimization in semiconductor manufacturing supply chain management
• Detecting ``dense columns in interior point methods for linear programs
• A server for automated performance analysis of benchmarking data
• Sparsity in convex quadratic programming with interior point methods
• LOQO:an interior point code for quadratic programming
• Extension of Mittelmann's benchmarks: comparing the solvers of SAS and Gurobi

Describes a project that uses

Uses Software

• BPMPD
• SoPlex
• Matlab
• HOPDM
• LIPSOL

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