optimization solvers
2022-04-21 · 1 min read
Useful HN thread with pointers
MiniZinc Challenge - Benchmarks and optimality for different solvers on different problems
Hans Mittelmann - Benchmarks for Optimization Software
Google OR-Tools #
- Large suite of solvers for ILP (via different backends), built-in LP, graph flows, combinatorial optimization.
- Open source, Apache 2.0, lots of activity
OSQP #
Operator Splitting Quadratic Program (OSQP)
- supports convex optimization problems
- claims performance competitive with Gurobi
- free, open-source, academic license
- written in C, easily embeddable, has a Rust interface osqp.rs
- a CUDA implementation also exists? very nice. cuosqp
Gurobi #
- commerical, paid licenses
- license model not really tuned for production deployment to cloud infrastructure
- by far the most comprehensive toolkit
- typically the fastest on most problems I've used it on
- used it a long time ago for a CS170 project phlip9/Kidney-Exchange-Solvers which needed a Mixed-Integer Linear Problem (MILP) solver