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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 is the report produced by qpbenchmark:

📈 Maros-Meszaros test set results

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

Two subsets are distributed in this repository:

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

Citation

If you use qpbenchmark in your scientific works, please cite it e.g. as follows:

@software{qpbenchmark2024,
  author = {Caron, Stéphane and Zaki, Akram and Otta, Pavel and Arnström, Daniel and Carpentier, Justin},
  license = {Apache-2.0},
  month = jan,
  title = {{qpbenchmark: Benchmark for quadratic programming solvers available in Python}},
  url = {https://github.com/qpsolvers/qpbenchmark},
  version = {2.2.0},
  year = {2024}
}