CUTEst Unconstrained Nonlinear Optimization Benchmarks

Introduction

CUTEst, the Constrained and Unconstrained Testing Environment, is a collection of around 1500 problems for general nonlinear optimization used to test optimization routines. The wrapper CUTEst.jl provides convenient access to the problem collection, which we can leverage to test the optimizers made available by Optimization.jl.

Unconstrained problems

CUTEst contains 286 unconstrained problems. We will compare how the optimizers behave in terms of the time to solution with respect to the number of variables.

using Optimization
using OptimizationNLPModels
using CUTEst
using OptimizationOptimJL
using OptimizationOptimisers
using OptimizationOptimJL: LBFGS, ConjugateGradient, NelderMead, SimulatedAnnealing, ParticleSwarm
using Ipopt
using OptimizationMOI
using OptimizationMOI: MOI as MOI
using DataFrames
using Plots
using StatsPlots
using StatsBase: countmap


optimizers = [
    ("LBFGS", LBFGS()),
    ("ConjugateGradient", ConjugateGradient()),
    ("NelderMead", NelderMead()),
    ("SimulatedAnnealing", SimulatedAnnealing()),
    ("ParticleSwarm", ParticleSwarm()),
]

function get_stats(sol, optimizer_name)
    if hasfield(typeof(sol), :stats) && hasfield(typeof(sol.stats), :time)
        solve_time = sol.stats.time
    else
        solve_time = NaN
    end
    return (length(sol.u), solve_time, optimizer_name, Symbol(sol.retcode))
end

function run_benchmarks(problems, optimizers; chunk_size=1)
    problem = String[]
    n_vars = Int64[]
    secs = Float64[]
    solver = String[]
    retcode = Symbol[]
    optz = length(optimizers)
    n = length(problems)
    @info "Processing $(n) problems with $(optz) optimizers in chunks of $(chunk_size)"
    broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode])
    for chunk_start in 1:chunk_size:n
        chunk_end = min(chunk_start + chunk_size - 1, n)
        chunk_problems = problems[chunk_start:chunk_end]
        @info "Processing chunk $(div(chunk_start-1, chunk_size)+1)/$(div(n-1, chunk_size)+1): problems $(chunk_start)-$(chunk_end)"
        for (idx, prob_name) in enumerate(chunk_problems)
            current_problem = chunk_start + idx - 1
            @info "Problem $(current_problem)/$(n): $(prob_name)"
            nlp_prob = nothing
            try
                nlp_prob = CUTEstModel(prob_name)
                if nlp_prob.meta.nvar > 10000
                    @info "  Skipping $(prob_name) (too large: $(nlp_prob.meta.nvar) variables)"
                    finalize(nlp_prob)
                    continue
                end
                prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoFiniteDiff())
                for (optimizer_name, optimizer) in optimizers
                    try
                        sol = solve(prob, optimizer; maxiters = 1000, maxtime = 30.0)
                        @info "✓ Solved $(prob_name) with $(optimizer_name) - Status: $(sol.retcode)"
                        vars, time, alg, code = get_stats(sol, optimizer_name)
                        push!(problem, prob_name)
                        push!(n_vars, vars)
                        push!(secs, time)
                        push!(solver, alg)
                        push!(retcode, code)
                    catch e
                        push!(problem, prob_name)
                        push!(n_vars, nlp_prob !== nothing ? nlp_prob.meta.nvar : -1)
                        push!(secs, NaN)
                        push!(solver, optimizer_name)
                        push!(retcode, :FAILED)
                    end
                end
            catch e
                for (optimizer_name, optimizer) in optimizers
                    push!(problem, prob_name)
                    push!(n_vars, -1)
                    push!(secs, NaN)
                    push!(solver, optimizer_name)
                    push!(retcode, :LOAD_FAILED)
                end
            finally
                if nlp_prob !== nothing
                    try
                        finalize(nlp_prob)
                    catch e
                    end
                end
            end
        end
        GC.gc()
        @info "Completed chunk, memory usage cleaned up"
    end
    return DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, retcode = retcode)
end

unc_problems = collect(CUTEst.select_sif_problems(contype="unc"))
println("Number of problems: ", length(unc_problems))
println("First 5 problems: ", unc_problems[1:min(5, end)])
unc_problems = unc_problems[1:min(50, length(unc_problems))]
println("Limited to ", length(unc_problems), " problems for comprehensive testing")
unc_results =  run_benchmarks(unc_problems, optimizers)
@show unc_results
successful_codes = [:Success, :MaxIters, :MaxTime, :FirstOrderOptimal]
successful_results = filter(row -> row.retcode in successful_codes, unc_results)
total_attempts = nrow(unc_results)
successful_attempts = nrow(successful_results)
success_rate = total_attempts > 0 ? round(successful_attempts / total_attempts * 100, digits=1) : 0
println("SUCCESS RATE ANALYSIS:")
println("Total attempts: ", total_attempts)
println("Successful attempts: ", successful_attempts)
println("Success rate: ", success_rate, "%")
println("Return code distribution:")
if total_attempts > 0
    for (code, count) in sort(collect(pairs(countmap(unc_results.retcode))), by=x->x[2], rev=true)
        println("  ", code, ": ", count, " occurrences")
    end
else
    println("  No results to analyze")
end
@df unc_results scatter(:n_vars, :secs,
        group = :solver,
        xlabel = "n. variables",
        ylabel = "secs.",
        title = "Time to solution by optimizer and number of vars",
    )
Number of problems: 293
First 5 problems: ["LIARWHD", "SCHMVETT", "LUKSAN13LS", "VAREIGVL", "JUDGE"
]
Limited to 50 problems for comprehensive testing
unc_results = 240×5 DataFrame
 Row │ problem     n_vars  secs           solver              retcode
     │ String      Int64   Float64        String              Symbol
─────┼────────────────────────────────────────────────────────────────
   1 │ LIARWHD       5000    1.28568      LBFGS               Success
   2 │ LIARWHD       5000    0.67915      ConjugateGradient   Success
   3 │ LIARWHD       5000   13.9192       NelderMead          Failure
   4 │ LIARWHD       5000    0.343245     SimulatedAnnealing  Failure
   5 │ LIARWHD       5000   33.5615       ParticleSwarm       Failure
   6 │ SCHMVETT      5000    0.13994      LBFGS               Success
   7 │ SCHMVETT      5000    0.095603     ConjugateGradient   Success
   8 │ SCHMVETT      5000   14.124        NelderMead          Failure
   9 │ SCHMVETT      5000    0.422547     SimulatedAnnealing  Failure
  10 │ SCHMVETT      5000   37.0636       ParticleSwarm       Failure
  11 │ LUKSAN13LS      98    0.0036242    LBFGS               Success
  12 │ LUKSAN13LS      98    0.00366998   ConjugateGradient   Success
  13 │ LUKSAN13LS      98    0.0117111    NelderMead          Failure
  14 │ LUKSAN13LS      98    0.00560713   SimulatedAnnealing  Failure
  15 │ LUKSAN13LS      98    0.442637     ParticleSwarm       Failure
  16 │ VAREIGVL      5000    0.0725961    LBFGS               Success
  17 │ VAREIGVL      5000    0.707599     ConjugateGradient   Success
  18 │ VAREIGVL      5000   13.5195       NelderMead          Failure
  19 │ VAREIGVL      5000    0.165379     SimulatedAnnealing  Failure
  20 │ VAREIGVL      5000   34.2195       ParticleSwarm       Failure
  21 │ JUDGE            2    0.000153065  LBFGS               Success
  22 │ JUDGE            2    0.000109911  ConjugateGradient   Success
  23 │ JUDGE            2    0.000216961  NelderMead          Success
  24 │ JUDGE            2    0.00303984   SimulatedAnnealing  Failure
  25 │ JUDGE            2    0.00658894   ParticleSwarm       Failure
  26 │ DIXMAANJ      3000    0.652868     LBFGS               Failure
  27 │ DIXMAANJ      3000    0.277309     ConjugateGradient   Failure
  28 │ DIXMAANJ      3000    5.12163      NelderMead          Failure
  29 │ DIXMAANJ      3000    0.0579059    SimulatedAnnealing  Failure
  30 │ DIXMAANJ      3000   31.0944       ParticleSwarm       Failure
  31 │ FBRAIN3LS        6    3.57757      LBFGS               Failure
  32 │ FBRAIN3LS        6    2.07655      ConjugateGradient   Failure
  33 │ FBRAIN3LS        6    0.559859     NelderMead          Failure
  34 │ FBRAIN3LS        6    0.362412     SimulatedAnnealing  Failure
  35 │ FBRAIN3LS        6    2.52477      ParticleSwarm       Failure
  36 │ SPIN2LS        102    0.039355     LBFGS               Success
  37 │ SPIN2LS        102    0.016027     ConjugateGradient   Success
  38 │ SPIN2LS        102    0.235501     NelderMead          Failure
  39 │ SPIN2LS        102    0.0204189    SimulatedAnnealing  Failure
  40 │ SPIN2LS        102    1.95174      ParticleSwarm       Failure
  41 │ SBRYBND       5000    2.17019      LBFGS               Failure
  42 │ SBRYBND       5000    0.958153     ConjugateGradient   Failure
  43 │ SBRYBND       5000   13.7104       NelderMead          Failure
  44 │ SBRYBND       5000    0.156268     SimulatedAnnealing  Failure
  45 │ SBRYBND       5000   33.7482       ParticleSwarm       Failure
  46 │ ARGLINC        200    0.05039      LBFGS               Failure
  47 │ ARGLINC        200    5.68835      ConjugateGradient   Failure
  48 │ ARGLINC        200    0.209398     NelderMead          Failure
  49 │ ARGLINC        200    0.0962369    SimulatedAnnealing  Failure
  50 │ ARGLINC        200   19.7177       ParticleSwarm       Failure
  51 │ TOINTGOR        50    0.00340319   LBFGS               Success
  52 │ TOINTGOR        50    0.00258589   ConjugateGradient   Success
  53 │ TOINTGOR        50    0.00784397   NelderMead          Failure
  54 │ TOINTGOR        50    0.00489497   SimulatedAnnealing  Failure
  55 │ TOINTGOR        50    0.147895     ParticleSwarm       Failure
  56 │ DIXMAANC      3000    0.00581217   LBFGS               Success
  57 │ DIXMAANC      3000    0.00369191   ConjugateGradient   Success
  58 │ DIXMAANC      3000    5.29081      NelderMead          Failure
  59 │ DIXMAANC      3000    0.058157     SimulatedAnnealing  Failure
  60 │ DIXMAANC      3000   30.9962       ParticleSwarm       Failure
  61 │ WAYSEA2          2    0.00019908   LBFGS               Success
  62 │ WAYSEA2          2    0.000185966  ConjugateGradient   Success
  63 │ WAYSEA2          2    0.000154018  NelderMead          Success
  64 │ WAYSEA2          2    0.00249887   SimulatedAnnealing  Failure
  65 │ WAYSEA2          2    0.00578904   ParticleSwarm       Failure
  66 │ BROWNDEN         4    0.000207901  LBFGS               Success
  67 │ BROWNDEN         4    0.000404119  ConjugateGradient   Success
  68 │ BROWNDEN         4    0.00077796   NelderMead          Success
  69 │ BROWNDEN         4    0.00321293   SimulatedAnnealing  Failure
  70 │ BROWNDEN         4    0.0077672    ParticleSwarm       Failure
  71 │ HILBERTA         2    5.91278e-5   LBFGS               Success
  72 │ HILBERTA         2    3.40939e-5   ConjugateGradient   Success
  73 │ HILBERTA         2    0.000133991  NelderMead          Success
  74 │ HILBERTA         2    0.00270796   SimulatedAnnealing  Failure
  75 │ HILBERTA         2    0.00593019   ParticleSwarm       Failure
  76 │ DMN37142LS      66   11.9498       LBFGS               Failure
  77 │ DMN37142LS      66    8.76718      ConjugateGradient   Failure
  78 │ DMN37142LS      66    0.977412     NelderMead          Failure
  79 │ DMN37142LS      66    0.617031     SimulatedAnnealing  Failure
  80 │ DMN37142LS      66   30.0747       ParticleSwarm       Failure
  81 │ DIXMAANE1     3000    0.128823     LBFGS               Success
  82 │ DIXMAANE1     3000    0.0775619    ConjugateGradient   Success
  83 │ DIXMAANE1     3000    5.15211      NelderMead          Failure
  84 │ DIXMAANE1     3000    0.0447609    SimulatedAnnealing  Failure
  85 │ DIXMAANE1     3000   30.8996       ParticleSwarm       Failure
  86 │ PALMER5D         4    0.000102043  LBFGS               Success
  87 │ PALMER5D         4    8.82149e-5   ConjugateGradient   Success
  88 │ PALMER5D         4    0.00101995   NelderMead          Success
  89 │ PALMER5D         4    0.00291109   SimulatedAnnealing  Failure
  90 │ PALMER5D         4    0.00706482   ParticleSwarm       Failure
  91 │ BOXBODLS         2    0.000302792  LBFGS               Success
  92 │ BOXBODLS         2    0.000472069  ConjugateGradient   Success
  93 │ BOXBODLS         2    0.00027895   NelderMead          Success
  94 │ BOXBODLS         2    0.00458908   SimulatedAnnealing  Failure
  95 │ BOXBODLS         2    0.01073      ParticleSwarm       Failure
  96 │ HIMMELBB         2    0.000123978  LBFGS               Success
  97 │ HIMMELBB         2    0.000169039  ConjugateGradient   Success
  98 │ HIMMELBB         2    9.20296e-5   NelderMead          Success
  99 │ HIMMELBB         2    0.00303292   SimulatedAnnealing  Failure
 100 │ HIMMELBB         2    0.00590086   ParticleSwarm       Failure
 101 │ ENGVAL2          3    0.000246048  LBFGS               Success
 102 │ ENGVAL2          3    0.000607967  ConjugateGradient   Success
 103 │ ENGVAL2          3    0.000550032  NelderMead          Success
 104 │ ENGVAL2          3    0.00315118   SimulatedAnnealing  Failure
 105 │ ENGVAL2          3    0.00574422   ParticleSwarm       Failure
 106 │ MUONSINELS       1    0.0962291    LBFGS               Failure
 107 │ MUONSINELS       1    0.000657082  ConjugateGradient   Success
 108 │ MUONSINELS       1    0.000166178  NelderMead          Success
 109 │ MUONSINELS       1    0.015193     SimulatedAnnealing  Failure
 110 │ MUONSINELS       1    0.05567      ParticleSwarm       Failure
 111 │ ENSOLS           9    0.00483084   LBFGS               Success
 112 │ ENSOLS           9    0.00836897   ConjugateGradient   Success
 113 │ ENSOLS           9    0.0357702    NelderMead          Success
 114 │ ENSOLS           9    0.0264409    SimulatedAnnealing  Failure
 115 │ ENSOLS           9    0.239312     ParticleSwarm       Failure
 116 │ PRICE4           2    0.00012207   LBFGS               Success
 117 │ PRICE4           2    0.00013113   ConjugateGradient   Success
 118 │ PRICE4           2    0.000201941  NelderMead          Success
 119 │ PRICE4           2    0.00308895   SimulatedAnnealing  Failure
 120 │ PRICE4           2    0.00597906   ParticleSwarm       Failure
 121 │ EIGENALS      2550   12.3316       LBFGS               Failure
 122 │ EIGENALS      2550    4.76671      ConjugateGradient   Failure
 123 │ EIGENALS      2550    5.6711       NelderMead          Failure
 124 │ EIGENALS      2550    0.565485     SimulatedAnnealing  Failure
 125 │ EIGENALS      2550   31.6766       ParticleSwarm       Failure
 126 │ CERI651ELS       7    0.0300519    LBFGS               Success
 127 │ CERI651ELS       7    0.068429     ConjugateGradient   Failure
 128 │ CERI651ELS       7    6.31809e-5   NelderMead          Failure
 129 │ CERI651ELS       7    0.00650382   SimulatedAnnealing  Failure
 130 │ CERI651ELS       7    0.036571     ParticleSwarm       Failure
 131 │ GENHUMPS      5000    2.76571      LBFGS               Failure
 132 │ GENHUMPS      5000    2.07636      ConjugateGradient   Failure
 133 │ GENHUMPS      5000   15.3474       NelderMead          Failure
 134 │ GENHUMPS      5000    0.444946     SimulatedAnnealing  Failure
 135 │ GENHUMPS      5000   32.9061       ParticleSwarm       Failure
 136 │ OSCIPATH       500    0.00153208   LBFGS               Success
 137 │ OSCIPATH       500    0.00119996   ConjugateGradient   Success
 138 │ OSCIPATH       500    0.102505     NelderMead          Failure
 139 │ OSCIPATH       500    0.0119679    SimulatedAnnealing  Failure
 140 │ OSCIPATH       500    9.81063      ParticleSwarm       Failure
 141 │ FLETCBV2      5000    1.93324      LBFGS               Failure
 142 │ FLETCBV2      5000    0.843986     ConjugateGradient   Failure
 143 │ FLETCBV2      5000   14.1034       NelderMead          Failure
 144 │ FLETCBV2      5000    0.261064     SimulatedAnnealing  Failure
 145 │ FLETCBV2      5000   35.4844       ParticleSwarm       Failure
 146 │ DIXMAAND      3000    0.00723696   LBFGS               Success
 147 │ DIXMAAND      3000    0.00511599   ConjugateGradient   Success
 148 │ DIXMAAND      3000    5.36648      NelderMead          Failure
 149 │ DIXMAAND      3000    0.0588238    SimulatedAnnealing  Failure
 150 │ DIXMAAND      3000   30.771        ParticleSwarm       Failure
 151 │ SISSER           2    0.00010705   LBFGS               Success
 152 │ SISSER           2    0.000102997  ConjugateGradient   Success
 153 │ SISSER           2    9.48906e-5   NelderMead          Success
 154 │ SISSER           2    0.00296092   SimulatedAnnealing  Failure
 155 │ SISSER           2    0.00613713   ParticleSwarm       Failure
 156 │ TRIGON1         10    0.000524044  LBFGS               Success
 157 │ TRIGON1         10    0.00088501   ConjugateGradient   Success
 158 │ TRIGON1         10    0.00461102   NelderMead          Success
 159 │ TRIGON1         10    0.00534678   SimulatedAnnealing  Failure
 160 │ TRIGON1         10    0.02597      ParticleSwarm       Failure
 161 │ S308NE           2  NaN            LBFGS               FAILED
 162 │ S308NE           2  NaN            ConjugateGradient   FAILED
 163 │ S308NE           2  NaN            NelderMead          FAILED
 164 │ S308NE           2  NaN            SimulatedAnnealing  FAILED
 165 │ S308NE           2  NaN            ParticleSwarm       FAILED
 166 │ PENALTY1      1000    0.0107739    LBFGS               Success
 167 │ PENALTY1      1000    0.0050981    ConjugateGradient   Success
 168 │ PENALTY1      1000    0.246242     NelderMead          Failure
 169 │ PENALTY1      1000    0.0176408    SimulatedAnnealing  Failure
 170 │ PENALTY1      1000   30.0495       ParticleSwarm       Failure
 171 │ LRW8A          300   21.9441       LBFGS               Failure
 172 │ LRW8A          300   10.074        ConjugateGradient   Failure
 173 │ LRW8A          300    3.87486      NelderMead          Failure
 174 │ LRW8A          300    2.68621      SimulatedAnnealing  Failure
 175 │ LRW8A          300   30.8375       ParticleSwarm       Failure
 176 │ SPMSRTLS      4999    0.460211     LBFGS               Success
 177 │ SPMSRTLS      4999    0.200958     ConjugateGradient   Success
 178 │ SPMSRTLS      4999   14.2561       NelderMead          Failure
 179 │ SPMSRTLS      4999    0.128738     SimulatedAnnealing  Failure
 180 │ SPMSRTLS      4999   33.1972       ParticleSwarm       Failure
 181 │ NONCVXUN      5000    2.37591      LBFGS               Failure
 182 │ NONCVXUN      5000    1.05323      ConjugateGradient   Failure
 183 │ NONCVXUN      5000   14.6716       NelderMead          Failure
 184 │ NONCVXUN      5000    0.304772     SimulatedAnnealing  Failure
 185 │ NONCVXUN      5000   34.0975       ParticleSwarm       Failure
 186 │ BRYBND        5000    0.105322     LBFGS               Success
 187 │ BRYBND        5000    0.037384     ConjugateGradient   Success
 188 │ BRYBND        5000   14.3121       NelderMead          Failure
 189 │ BRYBND        5000    0.141034     SimulatedAnnealing  Failure
 190 │ BRYBND        5000   33.1568       ParticleSwarm       Failure
 191 │ GROWTHLS         3    6.79493e-5   LBFGS               Success
 192 │ GROWTHLS         3    3.69549e-5   ConjugateGradient   Success
 193 │ GROWTHLS         3    0.00138998   NelderMead          Success
 194 │ GROWTHLS         3    0.003443     SimulatedAnnealing  Failure
 195 │ GROWTHLS         3    0.0117629    ParticleSwarm       Failure
 196 │ SINEVAL          2    0.000437021  LBFGS               Success
 197 │ SINEVAL          2    0.000370026  ConjugateGradient   Success
 198 │ SINEVAL          2    0.000664949  NelderMead          Success
 199 │ SINEVAL          2    0.00316405   SimulatedAnnealing  Failure
 200 │ SINEVAL          2    0.00663614   ParticleSwarm       Failure
 201 │ GAUSS2LS         8    0.00978899   LBFGS               Success
 202 │ GAUSS2LS         8    0.0712101    ConjugateGradient   Failure
 203 │ GAUSS2LS         8    0.0122428    NelderMead          Success
 204 │ GAUSS2LS         8    0.014828     SimulatedAnnealing  Failure
 205 │ GAUSS2LS         8    0.12431      ParticleSwarm       Failure
 206 │ STRATEC         10    3.23459      LBFGS               Success
 207 │ STRATEC         10    8.13048      ConjugateGradient   Failure
 208 │ STRATEC         10    0.460869     NelderMead          Failure
 209 │ STRATEC         10    0.324659     SimulatedAnnealing  Failure
 210 │ STRATEC         10    3.54688      ParticleSwarm       Failure
 211 │ NELSONLS         3    0.0416131    LBFGS               Failure
 212 │ NELSONLS         3    0.002249     ConjugateGradient   Success
 213 │ NELSONLS         3    0.00459981   NelderMead          Success
 214 │ NELSONLS         3    0.00610399   SimulatedAnnealing  Failure
 215 │ NELSONLS         3    0.015919     ParticleSwarm       Failure
 216 │ HYDCAR6LS       29    0.0344939    LBFGS               Failure
 217 │ HYDCAR6LS       29    0.0175531    ConjugateGradient   Failure
 218 │ HYDCAR6LS       29    0.00751591   NelderMead          Failure
 219 │ HYDCAR6LS       29    0.00569606   SimulatedAnnealing  Failure
 220 │ HYDCAR6LS       29    0.0998991    ParticleSwarm       Failure
 221 │ DQRTIC        5000    0.0313861    LBFGS               Success
 222 │ DQRTIC        5000    0.00918698   ConjugateGradient   Success
 223 │ DQRTIC        5000   13.8571       NelderMead          Failure
 224 │ DQRTIC        5000    0.06336      SimulatedAnnealing  Failure
 225 │ DQRTIC        5000   34.256        ParticleSwarm       Failure
 226 │ MISRA1ALS        2    0.000996113  LBFGS               Success
 227 │ MISRA1ALS        2    0.00155616   ConjugateGradient   Success
 228 │ MISRA1ALS        2    0.00100899   NelderMead          Success
 229 │ MISRA1ALS        2    0.00509691   SimulatedAnnealing  Failure
 230 │ MISRA1ALS        2    0.01249      ParticleSwarm       Failure
 231 │ WAYSEA1          2    0.000146151  LBFGS               Success
 232 │ WAYSEA1          2    0.000123978  ConjugateGradient   Success
 233 │ WAYSEA1          2    0.000144005  NelderMead          Success
 234 │ WAYSEA1          2    0.00302601   SimulatedAnnealing  Failure
 235 │ WAYSEA1          2    0.00728106   ParticleSwarm       Failure
 236 │ BOX          10000    0.0220361    LBFGS               Success
 237 │ BOX          10000    0.042733     ConjugateGradient   Success
 238 │ BOX          10000   33.1561       NelderMead          Failure
 239 │ BOX          10000    0.386975     SimulatedAnnealing  Failure
 240 │ BOX          10000   38.1831       ParticleSwarm       Failure
SUCCESS RATE ANALYSIS:
Total attempts: 240
Successful attempts: 86
Success rate: 35.8%
Return code distribution:
  Failure: 149 occurrences
  Success: 86 occurrences
  FAILED: 5 occurrences

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_unconstrained.jmd")

Computer Information:

Julia Version 1.10.10
Commit 95f30e51f41 (2025-06-27 09:51 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
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver2)
Threads: 128 default, 0 interactive, 64 GC (on 128 virtual cores)
Environment:
  JULIA_CPU_THREADS = 128
  JULIA_DEPOT_PATH = /cache/julia-buildkite-plugin/depots/5b300254-1738-4989-ae0a-f4d2d937f953:

Package Information:

Status `/cache/build/exclusive-amdci3-0/julialang/scimlbenchmarks-dot-jl/benchmarks/OptimizationCUTEst/Project.toml`
⌃ [1b53aba6] CUTEst v1.3.2
⌃ [a93c6f00] DataFrames v1.7.0
⌃ [b6b21f68] Ipopt v1.10.6
⌃ [b8f27783] MathOptInterface v1.42.1
⌃ [a4795742] NLPModels v0.21.5
⌅ [7f7a1694] Optimization v4.5.0
⌃ [fd9f6733] OptimizationMOI v0.5.5
⌅ [064b21be] OptimizationNLPModels v0.0.2
⌃ [36348300] OptimizationOptimJL v0.4.3
⌃ [42dfb2eb] OptimizationOptimisers v0.3.8
⌃ [91a5bcdd] Plots v1.40.17
  [31c91b34] SciMLBenchmarks v0.1.3
⌃ [2913bbd2] StatsBase v0.34.6
⌃ [f3b207a7] StatsPlots v0.15.7
  [de0858da] Printf
  [10745b16] Statistics v1.10.0
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`
Warning The project dependencies or compat requirements have changed since the manifest was last resolved. It is recommended to `Pkg.resolve()` or consider `Pkg.update()` if necessary.

And the full manifest:

Status `/cache/build/exclusive-amdci3-0/julialang/scimlbenchmarks-dot-jl/benchmarks/OptimizationCUTEst/Manifest.toml`
⌃ [47edcb42] ADTypes v1.16.0
  [621f4979] AbstractFFTs v1.5.0
  [1520ce14] AbstractTrees v0.4.5
⌃ [7d9f7c33] Accessors v0.1.42
⌃ [79e6a3ab] Adapt v4.3.0
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [7d9fca2a] Arpack v0.5.4
⌃ [4fba245c] ArrayInterface v7.19.0
⌃ [4c555306] ArrayLayouts v1.11.2
  [13072b0f] AxisAlgorithms v1.1.0
⌃ [6e4b80f9] BenchmarkTools v1.6.0
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⌃ [8e7c35d0] BlockArrays v1.7.0
⌃ [70df07ce] BracketingNonlinearSolve v1.3.0
⌃ [2a0fbf3d] CPUSummary v0.2.6
⌃ [1b53aba6] CUTEst v1.3.2
⌃ [d360d2e6] ChainRulesCore v1.25.2
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⌃ [35d6a980] ColorSchemes v3.30.0
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  [5ae59095] Colors v0.13.1
⌃ [861a8166] Combinatorics v1.0.3
⌅ [a80b9123] CommonMark v0.9.1
⌃ [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
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⌃ [2b5f629d] DiffEqBase v6.181.0
⌃ [459566f4] DiffEqCallbacks v4.8.0
⌃ [77a26b50] DiffEqNoiseProcess v5.24.1
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⌃ [7c1d4256] DynamicPolynomials v0.6.2
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⌃ [f151be2c] EnzymeCore v0.8.12
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⌃ [64ca27bc] FindFirstFunctions v1.4.1
⌃ [6a86dc24] FiniteDiff v2.27.0
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⌃ [cd3eb016] HTTP v1.10.17
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⌃ [7073ff75] IJulia v1.29.2
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⌃ [92d709cd] IrrationalConstants v0.2.4
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⌃ [7ed4a6bd] LinearSolve v3.25.0
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⌃ [e6f89c97] LoggingExtras v1.1.0
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⌃ [b8f27783] MathOptInterface v1.42.1
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⌃ [442fdcdd] Measures v0.3.2
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⌃ [102ac46a] MultivariatePolynomials v0.5.9
  [6f286f6a] MultivariateStats v0.10.3
  [ffc61752] Mustache v1.0.21
⌃ [d8a4904e] MutableArithmetics v1.6.4
⌃ [a4795742] NLPModels v0.21.5
⌅ [d41bc354] NLSolversBase v7.10.0
  [77ba4419] NaNMath v1.1.3
⌃ [b8a86587] NearestNeighbors v0.4.22
⌃ [8913a72c] NonlinearSolve v4.10.0
⌅ [be0214bd] NonlinearSolveBase v1.13.0
⌃ [5959db7a] NonlinearSolveFirstOrder v1.6.0
⌃ [9a2c21bd] NonlinearSolveQuasiNewton v1.7.0
⌃ [26075421] NonlinearSolveSpectralMethods v1.2.0
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⌃ [4d8831e6] OpenSSL v1.5.0
⌅ [429524aa] Optim v1.13.2
⌃ [3bd65402] Optimisers v0.4.6
⌅ [7f7a1694] Optimization v4.5.0
⌅ [bca83a33] OptimizationBase v2.10.0
⌃ [fd9f6733] OptimizationMOI v0.5.5
⌅ [064b21be] OptimizationNLPModels v0.0.2
⌃ [36348300] OptimizationOptimJL v0.4.3
⌃ [42dfb2eb] OptimizationOptimisers v0.3.8
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⌃ [91a5bcdd] Plots v1.40.17
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⌅ [aea7be01] PrecompileTools v1.2.1
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⌃ [ae5879a3] ResettableStacks v1.1.1
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⌃ [7e49a35a] RuntimeGeneratedFunctions v0.5.15
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⌃ [19f34311] SciMLJacobianOperators v0.1.8
⌃ [c0aeaf25] SciMLOperators v1.4.0
⌃ [431bcebd] SciMLPublic v1.0.0
⌃ [53ae85a6] SciMLStructures v1.7.0
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⌃ [90137ffa] StaticArrays v1.9.14
⌃ [1e83bf80] StaticArraysCore v1.4.3
⌃ [82ae8749] StatsAPI v1.7.1
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⌃ [efce3f68] WoodburyMatrices v1.0.0
⌃ [ddb6d928] YAML v0.4.14
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⌅ [68821587] Arpack_jll v3.5.1+1
  [6e34b625] Bzip2_jll v1.0.9+0
⌃ [bb5f6f25] CUTEst_jll v2.5.3+0
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  [de0858da] Printf
  [9abbd945] Profile
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.5+0
  [efcefdf7] PCRE2_jll v10.42.0+1
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
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`
Warning The project dependencies or compat requirements have changed since the manifest was last resolved. It is recommended to `Pkg.resolve()` or consider `Pkg.update()` if necessary.