Created
October 15, 2019 19:16
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using CUTEst, JSOFilter, NLPModelsIpopt, Plots, SolverBenchmark, SolverTools | |
pyplot() | |
function runcutest() | |
#ps = CUTEst.select(max_var=300, min_con=1, max_con=300, only_free_var=true, only_equ_con=true, objtype=2:6) | |
#ps = CUTEst.select(max_var=300, min_con=1, max_con=300, only_free_var=true, objtype=2:6) | |
ps = CUTEst.select(max_var=300, min_con=1, max_con=300, objtype=2:6) | |
#ps = CUTEst.select(max_var=2, min_con=1, max_con=2, objtype=2:6) | |
problems = (CUTEstModel(p) for p in ps) | |
problems = setdiff(problems, ["GMNCASE1"]) | |
solvers = Dict(:filter => (nlp; kwargs...) -> filtersqp(nlp, max_time=60.0, max_eval=100_000, kwargs...), | |
:ipopt => (nlp; kwargs...) -> ipopt(nlp, print_level=0, max_cpu_time=60.0, kwargs...)) | |
# Precompiling | |
for (name, solver) in solvers | |
nlp = CUTEstModel("HS7") | |
solver(nlp) | |
finalize(nlp) | |
end | |
stats = bmark_solvers(solvers, problems) | |
for (name, df) in stats | |
open("$name.md", "w") do io | |
markdown_table(io, df, cols = [:name, :nvar, :ncon, :status, :objective, :elapsed_time, :neval_obj, :dual_feas, :primal_feas]) | |
end | |
open("$name.tex", "w") do io | |
latex_table(io, df, cols = [:name, :nvar, :ncon, :status, :objective, :elapsed_time, :neval_obj, :dual_feas, :primal_feas]) | |
end | |
end | |
df = join(stats, [:status, :neval_obj, :dual_feas, :primal_feas], | |
invariant_cols = [:name], | |
hdr_override = Dict(:neval_obj => "#f", :dual_feas => "dual", :primal_feas => "prim")) | |
open("joined.md", "w") do io | |
markdown_table(io, df) | |
end | |
open("joined.tex", "w") do io | |
latex_table(io, df) | |
end | |
return stats | |
end | |
function profile(stats) | |
costs = [df -> (df.status .!= :first_order) * Inf + df.elapsed_time; | |
df -> (df.status .!= :first_order) * Inf + df.neval_obj] | |
costnames = ["Elapsed time", "Number of objective evaluations"] | |
profile_solvers(stats, costs, costnames, width=600, height=600) | |
png("profiles") | |
end | |
stats = runcutest() | |
profile(stats) |
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