HPR Halpern Peaceman–Rachford

GPU-accelerated solvers for convex optimization problems

Mittelmann LPfeas Benchmark

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Main benchmark

65 instances · CPU and GPU results on their respective test platforms

HPR-LP-C (v0.1.4)

SGM10 runtime
10.8 s
Instances solved
63 / 65
Solver Type SGM10 (s) Relative Solved
HPR-LP-CGPU10.81.3563 / 65
COPT-H*GPU8.021.0064 / 65
cuOpt*GPU10.91.3662 / 65
cuPDLPxGPU28.53.5557 / 65
COPTCPU25.33.1565 / 65
MOSEKCPU89.211.1256 / 65
HiGHSCPU25631.9255 / 65
KNITROCPU37246.3848 / 65
PDLPCPU42152.4950 / 65
XOPTCPU14618.2059 / 65

* These configurations combine CPU and GPU computation or run multiple solver methods concurrently.

Open source: HPR-LP-C, HiGHS, PDLP, cuOpt, cuPDLPx · Commercial: COPT / COPT-H, MOSEK, KNITRO.

Large-scale addendum

20 large-scale instances · Single-GPU comparison

HPR-LP-C (v0.1.4)

SGM10 runtime
272.45 s
Instances solved on 1 GPU
18 / 20
Solver SGM10 (s) Relative Solved
HPR-LP-C272.451.0018 / 20
cuOpt*1,376.585.0513 / 20
COPT-H*2,190.488.046 / 20

* These configurations combine CPU and GPU computation or run multiple solver methods concurrently.

Open source: HPR-LP-C, cuOpt · Commercial: COPT-H.

Source: H. Mittelmann, LPfeas Benchmark & Addendum. Published . Accessed .

Features

Efficient

High-precision

GPU-accelerated

Many interfaces

Adaptive restarts

Free & Open-source

Team members

Defeng Sun
Defeng Sun
The Hong Kong Polytechnic University
Xinyuan Zhao
Xinyuan Zhao
Beijing University of Technology
Yancheng Yuan
Yancheng Yuan
The Hong Kong Polytechnic University
Guojun Zhang
Guojun Zhang
The Hong Kong Polytechnic University
Kaihuang Chen
Kaihuang Chen
The Hong Kong Polytechnic University
Zhexuan Gu
Zhexuan Gu
The Hong Kong Polytechnic University
Qilin Lai
Qilin Lai
The Hong Kong Polytechnic University
Yijia Liang
Yijia Liang
The Hong Kong Polytechnic University
Jiawei Lu
Jiawei Lu
The Hong Kong Polytechnic University
Xiangyu Zhang
Xiangyu Zhang
The Hong Kong Polytechnic University
And many others...