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SparseRunner

HN member
Joined
Fri, Dec 17, 2021, 12:22 PM UTC
HN karma
8
Public activity
13 items

About SparseRunner

A developer of optimization software since the late 1980's, in recent years I have led the development of HiGHS, the world's best open-source linear optimization software.

Recent public activity

  1. comment
    Comment #31223254

    OSQP is fast, but is only for QP, not LP. The "benchmarks" ( https://github.com/osqp/osqp_benchmarks ) include some important problem classes but are random so, for general QP, are…

  2. comment
    Comment #31222914

    For interior point the key is writing a multicore matrix decomposition code that exploits sparsity and the range of problem structure that is encountered. For MIP it's having techn…

  3. comment
  4. comment
    Comment #31218329

    Thanks - from HiGHS

  5. comment
    Comment #31218291

    Throwing money and people at solver projects is not the way to succeed. Get and keep the right 1-2 people, and HiGHS has already shown what is possible.

  6. comment
    Comment #31218277

    Thanks. Matching Gurobi is not feasible, but HiGHS wants those who depend on open-source solvers to be able to work with bigger models than is currently possible. Once HiGHS has a …

  7. comment
    Comment #31217985

    HiGHS for MIP is meaningfully faster than than SCIP after 18 months, and will get a lot better. SCIP's native LP solver is just simplex (and slower than HiGHS). For these problems …

  8. comment
    Comment #31151845

    The HiGHS open-source MIP solver is vastly better than Cbc now - and getting better rapidly - although we've got a way to go to be competitive with the best commercial solvers.

  9. comment
    Comment #31151830

    For open-source, the HiGHS MIP solver vastly out-performs Cbc now, and is easily called from JuMP

  10. comment
    Comment #31151820

    HiGHS is now the default open-source LP/MIP solver in JuMP documentation. Performance-wise, for MIP HiGHS is way ahead of Cbc

  11. comment
    Comment #31151811

    Do consider HiGHS. MIP performance is way ahead of Cbc now. For LP, our simplex solver is comparable with Clp, and our interior point solver is well ahead of any open-source solver…

  12. comment
    Comment #31151776

    The latest results show HiGHS to be significantly better than vanilla SCIP. If "OSS" means "Open Source Solvers" then COPT isn't open-source and SCIP isn't open source for commerci…

  13. comment
    Comment #29591244

    HiGHS offers better overall performance than Clp and Cbc, is MIT licensed, and has 3+ years of funded support.