Benchmarks
This page reports numerical results on an NVIDIA A100-SXM4-80GB GPU.
Numerical Results
HPR-QP is implemented in Julia and leverages CUDA for GPU acceleration.
PDQP (GPU, downloaded in April 2025).
SCS (GPU, v2.1.0)is written in C/C++ with a Julia interface. GPU acceleration is enabled via its indirect solver, which performs all matrix operations on the GPU.
CuClarabel (GPU, v0.10.0).
Gurobi (CPU, version 12.0.2, academic license) is executed on CPU using the barrier method.
All benchmarks were conducted on a SuperServer SYS-420GP-TNR with an NVIDIA A100-SXM4-80GB GPU, Intel Xeon Platinum 8338C CPU @ 2.60 GHz, and 256 GB RAM
Maros–Mészáros Data Set (137 Instances; tolerances \(10^{-6}\) and \(10^{-8}\))
Solver |
SGM10 (1e-6) |
Solved (1e-6) |
SGM10 (1e-8) |
Solved (1e-8) |
|---|---|---|---|---|
HPR-QP |
10.5 |
129 |
12.6 |
128 |
PDQP |
33.1 |
125 |
42.5 |
124 |
SCS |
126.0 |
103 |
165.0 |
93 |
CuClarabel |
3.7 |
130 |
7.8 |
124 |
Gurobi |
0.4 |
137 |
1.2 |
135 |
QAP Relaxations (36 Instances; tolerances \(10^{-6}\) and \(10^{-8}\))
Solver |
SGM10 (1e-6) |
Solved (1e-6) |
SGM10 (1e-8) |
Solved (1e-8) |
|---|---|---|---|---|
HPR-QP |
1.8 |
36 |
4.7 |
36 |
PDQP |
124.1 |
23 |
149.4 |
23 |
SCS |
11.3 |
36 |
86.0 |
36 |
CuClarabel |
13.6 |
33 |
114.9 |
22 |
Gurobi |
24.8 |
36 |
26.8 |
36 |
LASSO Problems (11 Instances; tolerance \(10^{-8}\))
Abbreviations: T = time-limit, F = failure (e.g., unbounded or infeasible).
Instance |
HPR-QP |
PDQP |
SCS |
CuClarabel |
Gurobi |
|---|---|---|---|---|---|
abalone7 |
10.5 |
372.5 |
T |
24.4 |
127.3 |
bodyfat7 |
1.2 |
33.3 |
T |
2.2 |
30.8 |
E2006.test |
0.2 |
1.3 |
T |
15.4 |
9.0 |
E2006.train |
0.7 |
1.9 |
F |
116.0 |
277.8 |
housing7 |
22.6 |
123.3 |
T |
5.7 |
125.9 |
log1p.E2006.test |
7.0 |
1416.9 |
T |
196.0 |
137.0 |
log1p.E2006.train |
17.3 |
2983.2 |
T |
361.0 |
878.8 |
mpg7 |
0.6 |
18.1 |
2000.0 |
0.3 |
1.2 |
pyrim5 |
49.1 |
410.6 |
T |
3.5 |
35.9 |
space_ga9 |
0.6 |
62.7 |
1210.0 |
6.7 |
38.1 |
triazines4 |
401.3 |
3533.3 |
T |
26.0 |
843.1 |
SGM10 (time) |
13.2 |
161.8 |
3091.0 |
26.1 |
91.2 |