CUTEst Unbounded Constrained Optimization.jl Benchmarks

CUTEst Unbounded Constrained Optimization.jl Benchmarks

This benchmark runs constrained CUTEst problems with free variables 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"))

unbounded_equality_problems = select_safe_problems(
    collect(CUTEst.select_sif_problems(min_con = 1, only_equ_con = true,
        only_free_var = true))
)

unbounded_inequality_problems = select_safe_problems(
    collect(CUTEst.select_sif_problems(min_con = 1, only_ineq_con = true,
        only_free_var = true))
)

println("Selected unbounded equality-constrained problems: ",
    length(unbounded_equality_problems))
println("Selected unbounded inequality-constrained problems: ",
    length(unbounded_inequality_problems))

unbounded_results = vcat(
    run_benchmarks("unbounded equality constrained", unbounded_equality_problems,
        CONSTRAINED_SOLVERS),
    run_benchmarks("unbounded inequality constrained", unbounded_inequality_problems,
        CONSTRAINED_SOLVERS),
)

display(unbounded_results)
unbounded_summary = summarize_results(unbounded_results)

plot_solve_times(unbounded_results, "CUTEst unbounded constrained Optimization.jl solve time")
plot_success_rates(unbounded_summary,
    "CUTEst unbounded constrained Optimization.jl success rate")
Selected unbounded equality-constrained problems: 50
Selected unbounded inequality-constrained problems: 50

Running unbounded equality constrained benchmarks
Problems: 50
Solvers: Ipopt
  Ipopt              GAUSS2                  
***************************************************************************
***
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 Failure 0.478s
  Ipopt              WAYSEA1NE                OK Success 0.079s
  Ipopt              BROWNDENE                OK Failure 0.002s
  Ipopt              HS79                     OK Success 0.011s
  Ipopt              GULFNE                   OK Failure 0.002s
  Ipopt              JUDGENE                  OK Failure 0.002s
  Ipopt              STRTCHDVNE               OK Success 0.011s
  Ipopt              TRIGON1NE                OK Success 0.004s
  Ipopt              PENLT1NE                 OK Failure 0.002s
  Ipopt              BA-L1SP                  OK Success 0.008s
  Ipopt              EXPFITNE                 OK Failure 0.002s
  Ipopt              SSINE                    OK Success 0.416s
  Ipopt              LUKSAN17                 OK Failure 0.008s
  Ipopt              HS7                      OK Success 0.008s
  Ipopt              BOX3NE                   OK Failure 0.002s
  Ipopt              KSS                      OK Success 5.282s
  Ipopt              HS48                     OK Success 0.010s
  Ipopt              BT9                      OK Success 0.013s
  Ipopt              S308NE                   OK Failure 0.002s
  Ipopt              MGH17S                   OK Failure 0.002s
  Ipopt              DENSCHNDNE               OK Success 0.020s
  Ipopt              CERI651B                 OK Failure 0.002s
  Ipopt              THURBER                  OK Failure 0.002s
  Ipopt              CERI651E                 OK Failure 0.002s
  Ipopt              ENSO                     OK Failure 0.003s
  Ipopt              BARDNE                   OK Failure 0.002s
  Ipopt              GOTTFR                   OK Success 0.005s
  Ipopt              STREGNE                  OK Success 0.004s
  Ipopt              PENLT2NE                 OK Failure 0.002s
  Ipopt              HS42                     OK Success 0.010s
  Ipopt              HS27                     OK Success 0.024s
  Ipopt              DENSCHNBNE               OK Failure 0.002s
  Ipopt              DIXCHLNG                 OK Success 0.021s
  Ipopt              VARDIMNE                 OK Failure 0.002s
  Ipopt              COATINGNE                OK Failure 0.018s
  Ipopt              HIMMELBE                 OK Success 0.003s
  Ipopt              CHWIRUT1                 OK Failure 0.002s
  Ipopt              CERI651A                 OK Failure 0.002s
  Ipopt              MISRA1C                  OK Failure 0.002s
  Ipopt              SPIN2                    OK Success 0.035s
  Ipopt              HATFLDG                  OK Success 0.008s
  Ipopt              BT11                     OK Success 0.012s
  Ipopt              SPIN2OP                  OK Success 0.046s
  Ipopt              MARATOS                  OK Success 0.004s
  Ipopt              JENSMPNE                 OK Failure 0.002s
  Ipopt              MANCINONE                OK Success 0.031s
  Ipopt              LSC1                     OK Failure 0.002s
  Ipopt              CHWIRUT2                 OK Failure 0.002s
  Ipopt              BT6                      OK Success 0.021s
  Ipopt              ORTHREGB                 OK Success 0.007s

Running unbounded inequality constrained benchmarks
Problems: 50
Solvers: Ipopt
  Ipopt              POLAK4                   OK Success 0.007s
  Ipopt              EXPFITA                  OK Success 0.043s
  Ipopt              S268                     OK Success 0.098s
  Ipopt              MIFFLIN1                 OK Success 0.009s
  Ipopt              HAIFAS                   OK Success 0.013s
  Ipopt              GIGOMEZ1                 OK Success 0.012s
  Ipopt              EXPFITC                  OK Success 0.257s
  Ipopt              GMNCASE4                 OK Success 0.158s
  Ipopt              GIGOMEZ2                 OK Success 0.011s
  Ipopt              DEMYMALO                 OK Success 0.011s
  Ipopt              CHACONN1                 OK Success 0.007s
  Ipopt              LHAIFAM                  OK Failure 0.012s
  Ipopt              TFI1                     OK Success 0.068s
  Ipopt              KIWCRESC                 OK Success 0.011s
  Ipopt              HS100                    OK Success 0.011s
  Ipopt              WOMFLET                  OK Success 0.022s
  Ipopt              POLAK3                   OK MaxIters 0.687s
  Ipopt              HS113                    OK Success 0.019s
  Ipopt              GIGOMEZ3                 OK Success 0.009s
  Ipopt              TFI3                     OK Success 0.062s
  Ipopt              MINMAXBD                 OK Success 0.046s
  Ipopt              HS10                     OK Success 0.013s
  Ipopt              HS43                     OK Success 0.012s
  Ipopt              MAKELA2                  OK Success 0.010s
  Ipopt              GMNCASE1                 OK Success 0.975s
  Ipopt              DIPIGRI                  OK Success 0.023s
  Ipopt              MIFFLIN2                 OK Success 0.013s
  Ipopt              HS91                     OK Success 0.057s
  Ipopt              EXPFITB                  OK Success 0.079s
  Ipopt              CHACONN2                 OK Success 0.009s
  Ipopt              TFI2                     OK Success 0.019s
  Ipopt              HALDMADS                 OK Success 0.048s
  Ipopt              ROSENMMX                 OK Success 0.041s
  Ipopt              SPIRAL                   OK MaxIters 0.507s
  Ipopt              CB2                      OK Success 0.011s
  Ipopt              ELATTAR                  OK Success 0.233s
  Ipopt              HS88                     OK Success 0.031s
  Ipopt              MAKELA3                  OK Success 0.017s
  Ipopt              GOFFIN                   OK Success 0.019s
  Ipopt              HS100MOD                 OK Success 0.028s
  Ipopt              MADSEN                   OK Success 0.008s
  Ipopt              POLAK6                   OK MaxIters 0.665s
  Ipopt              HS90                     OK Success 0.045s
  Ipopt              HS11                     OK Success 0.007s
  Ipopt              HS29                     OK Success 0.016s
  Ipopt              POLAK1                   OK Success 0.013s
  Ipopt              MAKELA4                  OK Success 0.010s
  Ipopt              SNAKE                    OK Success 0.008s
  Ipopt              POLAK2                   OK MaxIters 0.744s
  Ipopt              HS92                     OK Success 0.078s
100×7 DataFrame
 Row │ category                          problem     solver  n_vars  secs  
    ⋯
     │ String                            String      String  Int64   Float6
4   ⋯
─────┼─────────────────────────────────────────────────────────────────────
─────
   1 │ unbounded equality constrained    GAUSS2      Ipopt        8  0.4781
81  ⋯
   2 │ unbounded equality constrained    WAYSEA1NE   Ipopt        2  0.0790
42
   3 │ unbounded equality constrained    BROWNDENE   Ipopt        4  0.0019
409
   4 │ unbounded equality constrained    HS79        Ipopt        5  0.0109
67
   5 │ unbounded equality constrained    GULFNE      Ipopt        3  0.0018
830 ⋯
   6 │ unbounded equality constrained    JUDGENE     Ipopt        2  0.0016
400
   7 │ unbounded equality constrained    STRTCHDVNE  Ipopt       10  0.0111
06
   8 │ unbounded equality constrained    TRIGON1NE   Ipopt       10  0.0041
480
  ⋮  │                ⋮                      ⋮         ⋮       ⋮         ⋮ 
    ⋱
  94 │ unbounded inequality constrained  HS11        Ipopt        2  0.0073
7   ⋯
  95 │ unbounded inequality constrained  HS29        Ipopt        3  0.0161
381
  96 │ unbounded inequality constrained  POLAK1      Ipopt        3  0.0126
55
  97 │ unbounded inequality constrained  MAKELA4     Ipopt       21  0.0100
57
  98 │ unbounded inequality constrained  SNAKE       Ipopt        2  0.0082
709 ⋯
  99 │ unbounded inequality constrained  POLAK2      Ipopt       11  0.7440
33
 100 │ unbounded inequality constrained  HS92        Ipopt        6  0.0780
54
                                                   3 columns and 85 rows om
itted

Return code distribution:
  Success: 70
  Failure: 26
  MaxIters: 4

Summary:
2×8 DataFrame
 Row │ category                          solver  completed_runs  successful
_ru ⋯
     │ String                            String  Int64           Int64     
    ⋯
─────┼─────────────────────────────────────────────────────────────────────
─────
   1 │ unbounded equality constrained    Ipopt               50            
    ⋯
   2 │ unbounded inequality constrained  Ipopt               50
                                                               5 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_unbounded.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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⌃ [1b53aba6] CUTEst v1.3.7
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⌅ [861a8166] Combinatorics v1.0.2
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⌃ [2913bbd2] StatsBase v0.34.10
⌅ [4c63d2b9] StatsFuns v1.5.2
  [f3b207a7] StatsPlots v0.15.8
  [7792a7ef] StrideArraysCore v0.5.9
  [69024149] StringEncodings v0.3.7
⌅ [892a3eda] StringManipulation v0.4.4
⌃ [2efcf032] SymbolicIndexingInterface v0.3.48
⌅ [19f23fe9] SymbolicLimits v0.2.3
⌅ [d1185830] SymbolicUtils v3.32.0
⌅ [0c5d862f] Symbolics v6.58.0
  [ab02a1b2] TableOperations v1.2.0
  [3783bdb8] TableTraits v1.0.1
⌃ [bd369af6] Tables v1.12.1 [loaded: v1.14.0]
  [ed4db957] TaskLocalValues v0.1.3
  [62fd8b95] TensorCore v0.1.1
  [8ea1fca8] TermInterface v2.0.0
⌃ [5d786b92] TerminalLoggers v0.1.7
⌃ [1c621080] TestItems v1.0.0
⌃ [8290d209] ThreadingUtilities v0.5.5
⌅ [a759f4b9] TimerOutputs v0.5.29
  [3bb67fe8] TranscodingStreams v0.11.3
  [410a4b4d] Tricks v0.1.13
  [781d530d] TruncatedStacktraces v1.4.0
⌃ [5c2747f8] URIs v1.6.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
⌃ [1986cc42] Unitful v1.28.0
  [a7c27f48] Unityper v0.1.6
  [41fe7b60] Unzip v0.2.0
  [81def892] VersionParsing v1.3.0
  [44d3d7a6] Weave v0.10.12
⌃ [cc8bc4a8] Widgets v0.6.7
  [efce3f68] WoodburyMatrices v1.1.0
  [ddb6d928] YAML v0.4.16
  [c2297ded] ZMQ v1.5.1
⌃ [ae81ac8f] ASL_jll v0.1.3+0
⌅ [68821587] Arpack_jll v3.5.2+0
  [6e34b625] Bzip2_jll v1.0.9+0
⌃ [bb5f6f25] CUTEst_jll v2.6.0+0
  [83423d85] Cairo_jll v1.18.7+0
  [ee1fde0b] Dbus_jll v1.16.2+0
  [2702e6a9] EpollShim_jll v0.0.20230411+1
⌃ [2e619515] Expat_jll v2.8.1+0
⌅ [b22a6f82] FFMPEG_jll v8.1.0+0
  [a3f928ae] Fontconfig_jll v2.17.1+0
  [d7e528f0] FreeType2_jll v2.14.3+1
  [559328eb] FriBidi_jll v1.0.17+0
⌃ [0656b61e] GLFW_jll v3.4.1+1
⌅ [d2c73de3] GR_jll v0.73.24+0
⌅ [b0724c58] GettextRuntime_jll v0.22.4+0
  [61579ee1] Ghostscript_jll v9.55.1+0
  [020c3dae] Git_LFS_jll v3.7.1+0
⌃ [f8c6e375] Git_jll v2.54.0+0
⌃ [7746bdde] Glib_jll v2.86.3+0
⌃ [3b182d85] Graphite2_jll v1.3.15+0
⌅ [2e76f6c2] HarfBuzz_jll v8.5.1+0
⌃ [e33a78d0] Hwloc_jll v2.13.0+1
  [1d5cc7b8] IntelOpenMP_jll v2025.2.0+0
⌅ [9cc047cb] Ipopt_jll v300.1400.1901+0
⌃ [aacddb02] JpegTurbo_jll v3.1.5+0
  [c1c5ebd0] LAME_jll v3.100.3+0
⌃ [88015f11] LERC_jll v4.1.0+0
⌃ [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`