Performance Comparison of Optimization Solvers on Intel Xeon X5650 Processors
Experiment results comparing the performance of optimization solvers (BARON, Antigone, LindoGlobal, SCIP, Couenne) on Intel Xeon X5650 2.66Ghz processors with 48GB RAM. The study includes 369 NLPs from various libraries and an aggregate analysis of 1740 NLPs and MINLPs. Performance profiles generated with GAMS tools show varying convergence and variable results across solvers.
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COMPARISONS 64-bit Intel Xeon X5650 2.66Ghz processors 12 processors sharing 48 GB RAM Each BARON run restricted to single processor All experiments under GAMS 500 CPU seconds limit; optca=optcr=1e-6 Performance profiles with GAMS performance tool Global codes BARON v. 14.4.0 (2014) Antigone 1.1, Couenne 0.4, LindoGlobal 9.0, SCIP 3.1 1
369 NLPs FROM GLOBALLIB BARON ANTIGONE LINDOGLOBAL SCIP COUENNE Con: 785 (1 26759), Var: 10922 (2 19315) 2
141 MINLPs FROM IBMLIB BARON SCIP ANTIGONE LINDOGLOBAL COUENNE Con: 960 (12 4986), Var: 510 (15 2721), Disc: 138 (4 576) 3
250 MINLPs FROM MINLPLIB BARON ANTIGONE SCIP LINDOGLOBAL COUENNE Con: 532 (1 24972), Var: 603 (1 23827), Disc: 258 (1 10920) 4
980 NLPs FROM PRINCETONLIB BARON ANTIGONE LINDOGLOBAL SCIP COUENNE Con: 823 (1 13801), Var: 1336 (2 20201) 5
AGGREGATE: 1740 NLPs and MINLPs (369 GLOBALLIB, 141 IBMLIB, 250 MINLPLIB, 980 PRINCETONLIB) BARON ANTIGONE LINDOGLOBAL SCIP COUENNE Con: 780 (1 26759), Var: 1097 (1 23827), Disc: 47 (0 10920) 6