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lanl-ansi / Katana.jl

A Cutting-Plane Based Solver for Convex NLPs
https://lanl-ansi.github.io/Katana.jl/latest/
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GLPK vs Gurobi #8

Open ccoffrin opened 7 years ago

ccoffrin commented 7 years ago

There seems to be a significant difference in the performance of the algorithm depending on if you use GLPK or Gurobi, although iterations to convergence seems consistent in most cases. We should investigate why this is.

Note that GLPK is reporting Warning: numerical instability, while Gurobi has no issue. This is typical for open-source vs commercial LP tools.

Ultimately all testing will need to use GLPK, or a similar open source solver, so the more robust we can be with these solvers the better.

ccoffrin commented 7 years ago

The OPF-SOC cases nesta_case3_lmbd provides a good test case. Gurobi converges in 23 iterations while GLPK hits 10,001 iterations.