Maros-Meszaros test set for QP solvers

This repository contains the Maros-Meszaros test set in a format suitable for qpbenchmark. Maros-Meszaros is a standard test set containing 138 quadratic programs that are designed to be difficult. Here are the reports produced by qpbenchmark:

• 📈 Maros-Meszaros test set results
• 📈 Dense subset results
• 📈 Sparse subset results

The methodology and limitations of the benchmark are described in the qpbenchmark readme.

Installation

The recommended process is to install the benchmark and all solvers using pixi:

pixi install

It is also possible to install the benchmark from PyPI.

Usage

Run the test set as follows:

Run the test set as follows:

pixi run maros_meszaros         # full test set
pixi run maros_meszaros_dense   # dense subset
pixi run maros_meszaros_sparse  # sparse subset

The outcome is a standardized report comparing all available solvers against the different benchmark metrics. You can check out and post your own results in the Results forum.

Subsets

Subset name	Description	Problems
-	All problems.	138 / 138
Dense	Only problems with less than $n \leq 1000$ variables and $m \leq 10000$ constraints.	62 / 138
Dense pos. def.	Only problems from the Dense subset where the cost matrix is positive-definite.	19 / 138
Sparse	Complementary to the dense subset	76 / 138

Citation

This test set is run using qpbenchmark. If you use it in your work, you can refer to it using this citation.

See also

Related test sets that may be relevant to your use cases:

• Free-for-all: community-built test set, new problems welcome!
• Model predictive control: model predictive control problems arising e.g. in robotics.