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Optimization solvers: missing link for fully open-source energy system modeling

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Re: Optimization solvers: missing link for fully open-source energy system modeling

#11

Post by jethkl »

rwlincoln wrote: post #5

I am surprised not to see any mention of the OSQP (Operator Splitting Quadratic Program) solver. It is the most impressive open source solver of this type that I have seen published in recent years. It appears to have been developed as a collaboration between Princeton, ETH Zurich, Oxford, Stanford and some other prestigious names. The benchmarks show that it compares favorably with leading proprietary solvers: https…

Yes to this! However, a while ago I tested OSQP, but I found low precision and the speed didn't justify using it over other solvers. The project remains on my radar due to the strength of the development team -- amazing group -- and knowing that numerical solvers can really shine in one domain while they struggle in others.

Another pair of projects that I find useful are ECOS [1] and CVXPY [2]. CVXPY makes head-to-head comparisons of solvers (including ECOS and OSQP) trivial.

[1] https://web.stanford.edu/~boyd/papers/ecos.html

[2] https://www.cvxpy.org

Re: Optimization solvers: missing link for fully open-source energy system modeling

#13

Post by j2kun »

There's a good reason Gurobi is so expensive, and the company hires so many stellar optimization experts. Building a top-tier solver is hard, and short of a paradigm shift I don't see this as a realistic timeline given the low funding they're asking for, and what I've heard about previous attempts to match Gurobi with far more funding.

Re: Optimization solvers: missing link for fully open-source energy system modeling

#14

Post by twobitshifter »

I’ve been impressed with Google’s OR-Tools CP-SAT solver which is free to use. I think I will need a good reason to us something other than a satisfiability solver on most problems. It’s a bit like the Pareto principle. You can spend a fraction of the time running a sat solver and get most of the benefit of trying to find the optimal result.

Re: Optimization solvers: missing link for fully open-source energy system modeling

#16

Post by SparseRunner »

jvanderbot wrote: post #10

Where's Scip? it's performance relative to CPLEX was pretty good for the problems I threw at it.

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 you need interior point, and HiGHS is much the best open-source interior point solver for them.

Re: Optimization solvers: missing link for fully open-source energy system modeling

#17

Post by SparseRunner »

quanto wrote: post #7

>even the current interior point implementation in HiGHS can be unacceptably slow relative to Gurobi (60-100 times slower). Considering that even Gurobi requires a couple of days to solve huge practical problems illustrates that the use of current open source solvers is totally impractical. The aim of this proposal is to identify key solver enhancements in the short, medium and long term that will help to bridge the…

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 good interior point solver (for QP) - the main aim of this proposal - the vision is to develop a nonlinear programming solver.

Re: Optimization solvers: missing link for fully open-source energy system modeling

#18

Post by SparseRunner »

j2kun wrote: post #13

There's a good reason Gurobi is so expensive, and the company hires so many stellar optimization experts. Building a top-tier solver is hard, and short of a paradigm shift I don't see this as a realistic timeline given the low funding they're asking for, and what I've heard about previous attempts to match Gurobi with far more funding.

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.

Re: Optimization solvers: missing link for fully open-source energy system modeling

#20

Post by [deleted] »

rwlincoln wrote: post #5

I am surprised not to see any mention of the OSQP (Operator Splitting Quadratic Program) solver. It is the most impressive open source solver of this type that I have seen published in recent years. It appears to have been developed as a collaboration between Princeton, ETH Zurich, Oxford, Stanford and some other prestigious names. The benchmarks show that it compares favorably with leading proprietary solvers: https…

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