optimization solvers

2022-04-21 ยท 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 #

    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