CUTEst Quadratic Optimization.jl Benchmarks
CUTEst Quadratic Optimization.jl Benchmarks
This benchmark runs CUTEst quadratic problems with linear constraints through the Optimization.jl interface using OptimizationNLPModels.
ENV["GKSwstype"] = "100"
using CUTEst
using DataFrames
using Plots
using StatsPlots
using StatsBase: countmap
using Statistics
using Printf
include(joinpath(isdefined(Main, :WEAVE_ARGS) ? WEAVE_ARGS[:folder] : @__DIR__,
"cutest_benchmark_utils.jl"))
quadratic_linear_problems = select_safe_problems(
collect(CUTEst.select_sif_problems(objtype = "quadratic", contype = "linear"))
)
println("Selected quadratic problems with linear constraints: ",
length(quadratic_linear_problems))
quadratic_results = run_benchmarks(
"quadratic linear",
quadratic_linear_problems,
CONSTRAINED_SOLVERS,
)
display(quadratic_results)
quadratic_summary = summarize_results(quadratic_results)
plot_solve_times(quadratic_results, "CUTEst quadratic Optimization.jl solve time")
plot_success_rates(quadratic_summary, "CUTEst quadratic Optimization.jl success rate")Selected quadratic problems with linear constraints: 50
Running quadratic linear benchmarks
Problems: 50
Solvers: Ipopt
Ipopt PRIMALC1
***************************************************************************
***
This program contains Ipopt, a library for large-scale nonlinear optimizati
on.
Ipopt is released as open source code under the Eclipse Public License (EP
L).
For more information visit https://github.com/coin-or/Ipopt
***************************************************************************
***
OK Success 0.808s
Ipopt QPCBOEI1 OK Success 1.629s
Ipopt DUAL2 OK Success 0.169s
Ipopt HS35 OK Success 0.012s
Ipopt AVGASB OK Success 0.015s
Ipopt QPNBOEI1 OK Success 7.697s
Ipopt S268 OK Success 0.190s
Ipopt DUALC5 OK Success 0.061s
Ipopt DEGENQP OK Success 0.038s
Ipopt LEUVEN7 OK MaxTime 90.090s
Ipopt PORTSNQP OK Success 0.014s
Ipopt DUAL3 OK Success 0.104s
Ipopt GMNCASE4 OK Success 0.169s
Ipopt NASH OK Infeasible 0.057s
Ipopt PRIMALC2 OK Success 0.101s
Ipopt CVXQP1 OK Success 0.063s
Ipopt PRIMAL1 OK Success 0.079s
Ipopt QPCBLEND OK Success 0.084s
Ipopt PRIMALC5 OK Success 0.163s
Ipopt QPCBOEI2 OK Success 0.313s
Ipopt HS76 OK Success 0.010s
Ipopt HS21 OK Success 0.011s
Ipopt HATFLDH OK Success 0.014s
Ipopt TARGUS OK MaxIters 2.573s
Ipopt PRIMAL3 OK Success 0.244s
Ipopt HS44 OK Success 0.011s
Ipopt GMNCASE1 OK Success 1.022s
Ipopt DUALC2 OK Success 0.093s
Ipopt PRIMALC8 OK Success 1.609s
Ipopt QPNBOEI2 OK Success 0.334s
Ipopt STATIC3 OK Failure 6.802s
Ipopt HS35MOD OK Success 0.022s
Ipopt TABLE7 OK MaxIters 56.592s
Ipopt ZECEVIC2 OK Success 0.011s
Ipopt QPNSTAIR OK Success 1.408s
Ipopt TAME OK Success 0.005s
Ipopt HS53 OK Success 0.008s
Ipopt GENHS28 OK Success 0.010s
Ipopt HS76I OK Success 0.012s
Ipopt DUALC1 OK Success 0.130s
Ipopt PRIMAL2 OK Success 0.221s
Ipopt DUAL1 OK Success 0.441s
Ipopt CLEUVEN7 OK MaxTime 90.419s
Ipopt QPCSTAIR OK Success 1.092s
Ipopt AVGASA OK Success 0.015s
Ipopt GOULDQP1 OK Success 0.031s
Ipopt HS44NEW OK Success 0.011s
Ipopt DUALC8 OK Success 0.142s
Ipopt LOTSCHD OK Success 0.017s
Ipopt DUAL4 OK Success 0.078s
50×7 DataFrame
Row │ category problem solver n_vars secs retcode stat
us
│ String String String Int64 Float64 String Stri
ng
─────┼─────────────────────────────────────────────────────────────────────
───
1 │ quadratic linear PRIMALC1 Ipopt 230 0.807958 Success OK
2 │ quadratic linear QPCBOEI1 Ipopt 384 1.62871 Success OK
3 │ quadratic linear DUAL2 Ipopt 96 0.169402 Success OK
4 │ quadratic linear HS35 Ipopt 3 0.0124919 Success OK
5 │ quadratic linear AVGASB Ipopt 8 0.0151391 Success OK
6 │ quadratic linear QPNBOEI1 Ipopt 384 7.69742 Success OK
7 │ quadratic linear S268 Ipopt 5 0.190065 Success OK
8 │ quadratic linear DUALC5 Ipopt 8 0.0611038 Success OK
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
44 │ quadratic linear QPCSTAIR Ipopt 467 1.09235 Success OK
45 │ quadratic linear AVGASA Ipopt 8 0.0145662 Success OK
46 │ quadratic linear GOULDQP1 Ipopt 32 0.030654 Success OK
47 │ quadratic linear HS44NEW Ipopt 4 0.010668 Success OK
48 │ quadratic linear DUALC8 Ipopt 8 0.142138 Success OK
49 │ quadratic linear LOTSCHD Ipopt 12 0.017416 Success OK
50 │ quadratic linear DUAL4 Ipopt 75 0.0778801 Success OK
35 rows omit
ted
Return code distribution:
Success: 44
MaxIters: 2
MaxTime: 2
Infeasible: 1
Failure: 1
Summary:
1×8 DataFrame
Row │ category solver completed_runs successful_runs total_run
s ⋯
│ String String Int64 Int64 Int64
⋯
─────┼─────────────────────────────────────────────────────────────────────
─────
1 │ quadratic linear Ipopt 50 44 5
0 ⋯
3 columns om
itted
Appendix
These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.
To locally run this benchmark, do the following commands:
using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/OptimizationCUTEst","CUTEst_quadratic.jmd")Computer Information:
Julia Version 1.12.7
Commit 6d172b025e4 (2026-08-15 08:05 UTC)
Build Info:
Official https://julialang.org release
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 128 × AMD EPYC 7502 32-Core Processor
WORD_SIZE: 64
LLVM: libLLVM-18.1.7 (ORCJIT, znver2)
GC: Built with stock GC
Threads: 128 default, 1 interactive, 128 GC (on 128 virtual cores)
Environment:
JULIA_DEPOT_PATH = /home/crackauc/github-runners/amdci8-1/.julia
JULIA_NUM_THREADS = auto
Package Information:
Status `~/github-runners/amdci8-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/OptimizationCUTEst/Project.toml`
⌃ [1b53aba6] CUTEst v1.3.7
[a93c6f00] DataFrames v1.8.2
⌃ [b6b21f68] Ipopt v1.14.3
⌃ [b8f27783] MathOptInterface v1.51.0
[a4795742] NLPModels v0.21.12
⌃ [7f7a1694] Optimization v5.4.0
⌅ [fd9f6733] OptimizationMOI v0.5.11
⌃ [064b21be] OptimizationNLPModels v1.1.0
⌃ [36348300] OptimizationOptimJL v0.4.9
⌃ [42dfb2eb] OptimizationOptimisers v0.3.15
⌃ [91a5bcdd] Plots v1.41.6
⌃ [31c91b34] SciMLBenchmarks v0.1.3 [loaded: v0.2.1]
⌃ [10745b16] Statistics v1.11.1
⌃ [2913bbd2] StatsBase v0.34.10
[f3b207a7] StatsPlots v0.15.8
[de0858da] Printf v1.11.0
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated`And the full manifest:
Status `~/github-runners/amdci8-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/OptimizationCUTEst/Manifest.toml`
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⌃ [bb5f6f25] CUTEst_jll v2.6.0+0
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⌃ [1d63c593] LLVMOpenMP_jll v18.1.8+0
⌅ [e9f186c6] Libffi_jll v3.4.7+0
[7e76a0d4] Libglvnd_jll v1.7.1+1
[94ce4f54] Libiconv_jll v1.18.0+0
[4b2f31a3] Libmount_jll v2.42.0+0
⌃ [89763e89] Libtiff_jll v4.7.2+0
[38a345b3] Libuuid_jll v2.42.0+0
[d00139f3] METIS_jll v5.1.3+0
[856f044c] MKL_jll v2025.2.0+0
⌅ [d7ed1dd3] MUMPS_seq_jll v500.800.200+0
[c8ffd9c3] MbedTLS_jll v2.28.1010+0
[e7412a2a] Ogg_jll v1.3.6+0
⌃ [656ef2d0] OpenBLAS32_jll v0.3.33+1
⌃ [9bd350c2] OpenSSH_jll v10.3.1+0
[efe28fd5] OpenSpecFun_jll v0.5.6+0
[91d4177d] Opus_jll v1.6.1+0
⌃ [36c8627f] Pango_jll v1.57.1+0
[30392449] Pixman_jll v0.46.4+0
[c0090381] Qt6Base_jll v6.10.2+2
⌃ [629bc702] Qt6Declarative_jll v6.10.2+1
[ce943373] Qt6ShaderTools_jll v6.10.2+1
[6de9746b] Qt6Svg_jll v6.10.2+0
[e99dba38] Qt6Wayland_jll v6.10.2+1
⌃ [f50d1b31] Rmath_jll v0.5.1+0
⌃ [54dcf436] SIFDecode_jll v3.1.0+0
⌃ [319450e9] SPRAL_jll v2025.9.18+0
[a44049a8] Vulkan_Loader_jll v1.3.243+0
[a2964d1f] Wayland_jll v1.24.0+0
⌅ [02c8fc9c] XML2_jll v2.13.9+0
[ffd25f8a] XZ_jll v5.8.3+0
[f67eecfb] Xorg_libICE_jll v1.1.2+0
[c834827a] Xorg_libSM_jll v1.2.6+0
[4f6342f7] Xorg_libX11_jll v1.8.13+0
[0c0b7dd1] Xorg_libXau_jll v1.0.13+0
[935fb764] Xorg_libXcursor_jll v1.2.4+0
[a3789734] Xorg_libXdmcp_jll v1.1.6+0
[1082639a] Xorg_libXext_jll v1.3.8+0
[d091e8ba] Xorg_libXfixes_jll v6.0.2+0
⌃ [a51aa0fd] Xorg_libXi_jll v1.8.3+0
[d1454406] Xorg_libXinerama_jll v1.1.7+0
[ec84b674] Xorg_libXrandr_jll v1.5.6+0
[ea2f1a96] Xorg_libXrender_jll v0.9.12+0
[a65dc6b1] Xorg_libpciaccess_jll v0.19.0+0
[c7cfdc94] Xorg_libxcb_jll v1.17.1+0
[cc61e674] Xorg_libxkbfile_jll v1.2.0+0
[e920d4aa] Xorg_xcb_util_cursor_jll v0.1.6+0
[12413925] Xorg_xcb_util_image_jll v0.4.1+0
[2def613f] Xorg_xcb_util_jll v0.4.1+0
[975044d2] Xorg_xcb_util_keysyms_jll v0.4.1+0
[0d47668e] Xorg_xcb_util_renderutil_jll v0.3.10+0
[c22f9ab0] Xorg_xcb_util_wm_jll v0.4.2+0
[35661453] Xorg_xkbcomp_jll v1.4.7+0
⌃ [33bec58e] Xorg_xkeyboard_config_jll v2.47.0+1
[c5fb5394] Xorg_xtrans_jll v1.6.0+0
[8f1865be] ZeroMQ_jll v4.3.6+0
[3161d3a3] Zstd_jll v1.5.7+1
[35ca27e7] eudev_jll v3.2.14+0
⌅ [214eeab7] fzf_jll v0.61.1+0
⌃ [a4ae2306] libaom_jll v3.13.3+0
⌃ [0ac62f75] libass_jll v0.17.4+0
[1183f4f0] libdecor_jll v0.2.2+0
⌃ [8e53e030] libdrm_jll v2.4.125+1
[2db6ffa8] libevdev_jll v1.13.4+0
[f638f0a6] libfdk_aac_jll v2.0.4+0
[36db933b] libinput_jll v1.28.1+0
[b53b4c65] libpng_jll v1.6.58+0
[a9144af2] libsodium_jll v1.0.21+0
[9a156e7d] libva_jll v2.23.0+0
[f27f6e37] libvorbis_jll v1.3.8+0
[009596ad] mtdev_jll v1.1.7+0
[1317d2d5] oneTBB_jll v2022.3.0+0
⌅ [1270edf5] x264_jll v10164.0.1+0
[dfaa095f] x265_jll v4.1.0+0
[d8fb68d0] xkbcommon_jll v1.13.0+0
[0dad84c5] ArgTools v1.1.2
[56f22d72] Artifacts v1.11.0
[2a0f44e3] Base64 v1.11.0
[ade2ca70] Dates v1.11.0
[8ba89e20] Distributed v1.11.0
[f43a241f] Downloads v1.7.0
[7b1f6079] FileWatching v1.11.0
[9fa8497b] Future v1.11.0
[b77e0a4c] InteractiveUtils v1.11.0
[ac6e5ff7] JuliaSyntaxHighlighting v1.12.0
[4af54fe1] LazyArtifacts v1.11.0
[b27032c2] LibCURL v0.6.4
[76f85450] LibGit2 v1.11.0
[8f399da3] Libdl v1.11.0
[37e2e46d] LinearAlgebra v1.12.0
[56ddb016] Logging v1.11.0
[d6f4376e] Markdown v1.11.0
[a63ad114] Mmap v1.11.0
[ca575930] NetworkOptions v1.3.0
[44cfe95a] Pkg v1.12.1
[de0858da] Printf v1.11.0
[3fa0cd96] REPL v1.11.0
[9a3f8284] Random v1.11.0
[ea8e919c] SHA v0.7.0
[9e88b42a] Serialization v1.11.0
[1a1011a3] SharedArrays v1.11.0
[6462fe0b] Sockets v1.11.0
[2f01184e] SparseArrays v1.12.0
[f489334b] StyledStrings v1.11.0
[4607b0f0] SuiteSparse
[fa267f1f] TOML v1.0.3
[a4e569a6] Tar v1.10.0
[8dfed614] Test v1.11.0
[cf7118a7] UUIDs v1.11.0
[4ec0a83e] Unicode v1.11.0
[e66e0078] CompilerSupportLibraries_jll v1.3.0+1
[deac9b47] LibCURL_jll v8.15.0+0
[e37daf67] LibGit2_jll v1.9.0+0
[29816b5a] LibSSH2_jll v1.11.3+1
[14a3606d] MozillaCACerts_jll v2025.11.4
[4536629a] OpenBLAS_jll v0.3.29+0
[05823500] OpenLibm_jll v0.8.7+0
[458c3c95] OpenSSL_jll v3.5.4+0
[efcefdf7] PCRE2_jll v10.44.0+1
[bea87d4a] SuiteSparse_jll v7.8.3+2
[83775a58] Zlib_jll v1.3.1+2
[8e850b90] libblastrampoline_jll v5.15.0+0
[8e850ede] nghttp2_jll v1.64.0+1
[3f19e933] p7zip_jll v17.7.0+0
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`