run_qplib_problems.py

'''
Run QPLIB problems for the OSQP paper

This code tests the solvers:
    - OSQP
    - GUROBI
    - MOSEK

'''
from qplib_problems.qplib_problem import QPLIBRunner
import solvers.solvers as s
from utils.benchmark import compute_stats_info
import os
import argparse


parser = argparse.ArgumentParser(description='QPLIB Runner')
parser.add_argument('--high_accuracy', help='Test with high accuracy', default=False,
                    action='store_true')
parser.add_argument('--verbose', help='Verbose solvers', default=False,
                    action='store_true')
parser.add_argument('--parallel', help='Parallel solution', default=False,
                    action='store_true')
args = parser.parse_args()
high_accuracy = args.high_accuracy
verbose = args.verbose
parallel = args.parallel

print('high_accuracy', high_accuracy)
print('verbose', verbose)
print('parallel', parallel)

# Add high accuracy solvers when accurazy
if high_accuracy:
    solvers = [s.OSQP_high, s.OSQP_polish_high, s.GUROBI_high, s.MOSEK_high]
    OUTPUT_FOLDER = 'qplib_problems_high_accuracy'
    for key in s.settings:
        s.settings[key]['high_accuracy'] = True
else:
    solvers = [s.OSQP, s.OSQP_polish, s.GUROBI, s.MOSEK]
    OUTPUT_FOLDER = 'qplib_problems'

# Shut up solvers
if verbose:
    for key in s.settings:
        s.settings[key]['verbose'] = True

# Run all examples
qplib_runner = QPLIBRunner(solvers,
                           s.settings,
                           OUTPUT_FOLDER)

# DEBUG only: Choose only 2 problems
qplib_runner.problems = ["9008"] # , "10038"]

qplib_runner.solve(parallel=parallel, cores=12)

# Compute results statistics
compute_stats_info(solvers, OUTPUT_FOLDER,
                   high_accuracy=high_accuracy)