Yearly comparison of Optimization Libraries

[bdas123]

Hello!

Does the Julia community have a yearly contest between different optimization libraries against hidden benchmark problems?

[odow]

No.

But you may be interested in:

https://plato.asu.edu/bench.html

AC Optimal Power Flow in Various Nonlinear Optimization Frameworks

As a follow up to my NLP modeling survey post, I am please to announce the release of the Rosetta OPF project. The goal of this project is to highlight the basic technical requirements for solving the kinds of continuous non-convex mathematical optimization problems that I regularly encounter. To that end, Rosetta OPF provides example implementations of the AC Optimal Power Flow (AC-OPF) problem in five of Julia’s nonlinear optimization modeling layers. Based on the findings of the NLP modeling …

[bdas123]

Hmmm…

Would this be of interest to the Julia community?

[odow]

What optimization libraries? Modeling languages? Solvers? Solvers with different parameter choices?

Doing this well is time consuming and difficult. How would you choose the hidden problems?

You might consider instead contributing to SciMLBenchmarks.jl: Benchmarks for Scientific Machine Learning (SciML) and Equation Solvers · The SciML Benchmarks

[tbeason]

I think something like the Mittelmann benchmarks in Julia for popular solvers and optimization packages would be quite useful and quite distinct from the DiffEq-focused SciML benchmarks.

[ChrisRackauckas]

I don’t plan to setup things for things like linear programming, mixed integer linear programming, etc., but if there’s a PR to the benchmarks repo we’d be happy to have it use the machines and help maintain it.

[gdalle]

Related:

• One stop shop for benchmark optimization problems?
• ANN: SolverBenchmark.jl
• ANN: NLPModels.jl v0.1.0