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Maros-Meszaros test set for QP solvers

This repository contains the Maros-Meszaros test set in a format suitable for qpbenchmark. Maros-Meszaros is a standard test set containing 138 quadratic programs that are designed to be difficult. Here are the reports produced by qpbenchmark:

Installation

The recommended process is to install the benchmark and all solvers in an isolated environment using conda:

conda env create -f environment.yaml
conda activate qpbenchmark

It is also possible to install the benchmark from PyPI.

Usage

Run the test set as follows:

qpbenchmark ./maros_meszaros.py run

The outcome is a standardized report comparing all available solvers against the different benchmark metrics. You can check out and post your own results in the Results forum.

Subsets

Subset name Description Problems
- All problems. 138 / 138
Dense Only problems with less than $n \leq 1000$ variables and $m \leq 10000$ constraints. 62 / 138
Dense pos. def. Only problems from the Dense subset where the cost matrix is positive-definite. 19 / 138
Sparse Complementary to the dense subset 76 / 138

Citation

If you use qpbenchmark in your works, please cite all its contributors as follows:

@software{qpbenchmark2024,
  title = {{qpbenchmark: Benchmark for quadratic programming solvers available in Python}},
  author = {Caron, Stéphane and Zaki, Akram and Otta, Pavel and Arnström, Daniel and Carpentier, Justin and Yang, Fengyu and Leziart, Pierre-Alexandre},
  url = {https://github.com/qpsolvers/qpbenchmark},
  license = {Apache-2.0},
  version = {2.3.0},
  year = {2024}
}

See also

Related test sets that may be relevant to your use cases: