add script to benchmark MadQP on Netlib

Author: frapac

scripts/benchmark_netlib.jl

@@ -0,0 +1,53 @@
+
+using DelimitedFiles
+using MadNLP
+using MadQP
+using MadNLPHSL
+using QPSReader
+using QuadraticModels
+using NLPModels
+
+function NLPModels.cons!(qp::QuadraticModel{T}, x::Vector{T}, c::Vector{T}) where T
+    return NLPModels.cons_lin!(qp, x, c)
+end
+
+function run_benchmark(src, probs)
+    nprobs = length(probs)
+    results = zeros(nprobs, 5)
+    for (k, prob) in enumerate(probs)
+        @info prob
+        try
+            qpdat = readqps(joinpath(src, prob))
+        catch
+            continue
+        end
+        qpdat = readqps(joinpath(src, prob))
+        qp = QuadraticModel(qpdat)
+
+        try
+            solver = MadQP.MPCSolver(
+                qp;
+                max_iter=300,
+                linear_solver=Ma27Solver,
+                print_level=MadNLP.INFO,
+                max_ncorr=3,
+                bound_push=1.0,
+            )
+            res = MadQP.solve!(solver)
+            results[k, 1] = Int(res.status)
+            results[k, 2] = res.iter
+            results[k, 3] = res.objective
+            results[k, 4] = res.counters.total_time
+            results[k, 5] = res.counters.linear_solver_time
+        catch ex
+            results[k, 4] = -1
+        end
+    end
+    return results
+end
+
+src = fetch_netlib()
+sif_files = filter(x -> endswith(x, ".SIF"), readdir(src))
+results = run_benchmark(src, sif_files)
+writedlm("benchmark-netlib.txt", [sif_files results])
+