Show HN: OSQP: a new first-order solver for large-scale quadratic programs

Re:Show HN: OSQP: a new first-order solver for large-scale q... by santaclaus on Sunday November 26, 2017 @03:44PM (#15782877)

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.

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Re:Show HN: OSQP: a new first-order solver for large-scale q... by sidereus on Sunday November 26, 2017 @04:10PM (#15782999)

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 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.

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Re:Show HN: OSQP: a new first-order solver for large-scale q... by wenc on Sunday November 26, 2017 @10:08PM (#15784534)

If 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.

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