# qpmad_benchmark

**Repository Path**: lebment/qpmad_benchmark

## Basic Information

- **Project Name**: qpmad_benchmark
- **Description**: https://github.com/asherikov/qpmad_benchmark
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2022-07-07
- **Last Updated**: 2023-03-02

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

Comparative benchmark of QP solvers
===================================

Solvers:
--------

- `qpmad` -> https://github.com/asherikov/qpmad
- `qpOASES` -> https://github.com/coin-or/qpOASES
- `eiquadprog-fast` -> https://github.com/stack-of-tasks/eiquadprog


Results
-------

- All problems are dense and positive-definite.
- `qpOASES` is used with MPC option preset, this gives ~50% performance boost
  compared to default preset.
- Time measurements include only the time required to solve a problem; other
  operations, such as initialization of the solver or reshaping of the
  constraints, are not taken into account.


### oneshot (`qpOASES`)

- The problem set includes 'standalone' problems distributed with qpOASES ->
  https://github.com/coin-or/qpOASES/tree/misc/testingdata/cpp/problems,
  positive-semidefinite problems are skipped.

- Hotstarting is not used.

Time (second) required to solve each of the problems:
![oneshot](figures/oneshot.png)

The same plot with logarithmic scale:
![oneshot_log](figures/oneshot_log.png)


### iterative (`qpOASES`)

- The problem set includes MPC problems distributed with qpOASES ->
  https://github.com/coin-or/qpOASES/tree/misc/testingdata/cpp/oqp, all of them
  have constant Hessian and varying constraints.

- `qpOASES` is hotstarted starting from the second problem in the sequence,
  factorization of the Hessian is reused by `qpmad` in the same way.

* `eiQuadProg` does not produce the exact answer (up to 1e-9 precision) on some
  of the problems.

Plots correspond to specific MPC problems and demonstrate time (second) taken
by the solvers on each MPC iteration:
![iterative](figures/iterative.png)