[dsfcxv]

hmm... I am reading [1] right now. When looking at their Table 7 and Table 11 in [1], they report comparison results with Gurobi presolve enabled and 1e-8 error. Do I miss anything?

Their performance isn't quite as good as Gurobi's barrier method, but it's still within a reasonable factor, which is impressive.

[thxg]

Regarding presolve: When they test their solver "with presolve", they use Gurobi's presolve as a preprocessing step, then run their solver on the output. To be clear, this is perfectly fair, but from the perspective of "can I switch over from the solver I'm currently using", this is a big caveat.

They indeed report being 5x slower than Gurobi at 1e-8 precision on Mittelmann instances, which is great. Then again, Mittelmann himself reports them as 15x off COpt, even when allowed to do 1e-4. This is perfectly explainable (COpt is great at benchmarks; there is the presolve issue above; the Mittelmann instance set is a moving target), but I would regard the latter number as more useful from a practitioner's perspective.

This is not to diminish PDLP's usefulness. If you have a huge instance, it may be your only option!