Core benchmark: insurance

This page presents benchmark results for the insurance problem across different platforms and configurations.

Note

The linear solver is MUMPS for all experiments.

Ubuntu Latest CPU

This benchmark suite evaluates optimal control problems on a standard CPU platform using GitHub Actions runners.

⚙️ Configuration

  • Problems: beam, chain, double_oscillator, electric_vehicle, glider, insurance, jackson, robbins, robot, rocket, space_shuttle, steering, vanderpol

  • Solvers: ipopt, madnlp

  • Models: adnlp, exa, jump

  • Grid sizes: 200, 500, 1000, 2000 discretization points

  • Discretization: trapeze method

  • Tolerance: 1.0e-8

  • Ipopt strategy: adaptive barrier parameter

  • Limits: 1000 iterations max, 500.0s wall time

🖥️ Environment

📅 Timestamp     : 2025-11-17 15:16:44 UTC
🔧 Julia version : 1.11.7
💻 OS            : Linux
🖥️ Machine       : runnervmg1sw1

You can download the exact environment used for this benchmark:

These files allow you to reproduce the benchmark environment and results exactly.

Julia Version 1.11.7
Commit f2b3dbda30a (2025-09-08 12:10 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 4 × AMD EPYC 7763 64-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, znver3)
Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)
Environment:
  JULIA_PKG_SERVER_REGISTRY_PREFERENCE = eager
Project CTBenchmarks v0.2.3
Status `~/work/CTBenchmarks.jl/CTBenchmarks.jl/Project.toml`
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Info Packages marked with  have new versions available and may be upgradable.
Project CTBenchmarks v0.2.3
Status `~/work/CTBenchmarks.jl/CTBenchmarks.jl/Manifest.toml`
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Info Packages marked with  and  have new versions available. Those with  may be upgradable, but those with  are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`

📈 Time vs Grid Size (Ubuntu Latest CPU)

🔁 Iterations vs CPU time (Ubuntu Latest CPU)

🧭 Solution: N = 200 (Ubuntu Latest CPU)

🧭 Solution: N = 500 (Ubuntu Latest CPU)

🧭 Solution: N = 1000 (Ubuntu Latest CPU)

🧭 Solution: N = 2000 (Ubuntu Latest CPU)

📊 Table of Results (Ubuntu Latest CPU)

Problem: insurance

SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
200adnlpipopt535.868902.058581max
200adnlpmadnlp674.4601202.058581max
200exaipopt321.088912.058581max
200examadnlp338.4671202.058581max
200jumpipopt404.531912.058581max
200jumpmadnlp451.1601202.058581max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
500adnlpipopt1544.801962.059214max
500adnlpmadnlp6799.5694092.059207max
500exaipopt894.9371092.059214max
500examadnlp3202.1643502.059213max
500jumpipopt1060.4301052.059214max
500jumpmadnlp2775.3632552.059207max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
1000adnlpipopt4880.8331462.059511max
1000adnlpmadnlp17577.7205292.059510max
1000exaipopt2581.4081342.059511max
1000examadnlp9231.0855202.059510max
1000jumpipopt3148.6491442.059511max
1000jumpmadnlp12189.5825672.059511max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
2000adnlpipopt16693.8271942.059700max
2000adnlpmadnlp16623.7381712.059697max
2000exaipopt6746.6311942.059700max
2000examadnlp6793.2651712.059697max
2000jumpipopt11467.8732192.059700max
2000jumpmadnlp10044.4271712.059697max
Benchmarks results:

┌─ Problem: insurance
│
├──┬ Solver: ipopt, Discretization: trapeze
│  │
│  │  N = 200
│  │  ✓ | jump     | time: 404.531 ms | iters: 91    | obj: 2.058581e+00  (max) | CPU: 179.67 KiB
│  │  ✓ | adnlp    | time: 535.868 ms | iters: 90    | obj: 2.058581e+00  (max) | CPU: 120.76 MiB
│  │  ✓ | exa      | time: 321.088 ms | iters: 91    | obj: 2.058581e+00  (max) | CPU: 246.03 KiB
│  │
│  │  N = 500
│  │  ✓ | jump     | time:   1.060 s  | iters: 105   | obj: 2.059214e+00  (max) | CPU: 198.28 KiB
│  │  ✓ | adnlp    | time:   1.545 s  | iters: 96    | obj: 2.059214e+00  (max) | CPU: 312.00 MiB
│  │  ✓ | exa      | time: 894.937 ms | iters: 109   | obj: 2.059214e+00  (max) | CPU: 441.50 KiB
│  │
│  │  N = 1000
│  │  ✓ | jump     | time:   3.149 s  | iters: 144   | obj: 2.059511e+00  (max) | CPU: 273.53 KiB
│  │  ✓ | adnlp    | time:   4.881 s  | iters: 146   | obj: 2.059511e+00  (max) | CPU: 946.02 MiB
│  │  ✓ | exa      | time:   2.581 s  | iters: 134   | obj: 2.059511e+00  (max) | CPU: 769.39 KiB
│  │
│  │  N = 2000
│  │  ✓ | jump     | time:  11.468 s  | iters: 219   | obj: 2.059700e+00  (max) | CPU: 418.45 KiB
│  │  ✓ | adnlp    | time:  16.694 s  | iters: 194   | obj: 2.059700e+00  (max) | CPU:   2.46 GiB
│  │  ✓ | exa      | time:   6.747 s  | iters: 194   | obj: 2.059700e+00  (max) | CPU:   1.40 MiB
│  └─
│
├──┬ Solver: madnlp, Discretization: trapeze
│  │
│  │  N = 200
│  │  ✓ | jump     | time: 451.160 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU:  36.15 MiB
│  │  ✓ | adnlp    | time: 674.460 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU: 200.56 MiB
│  │  ✓ | exa      | time: 338.467 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU:  26.53 MiB
│  │
│  │  N = 500
│  │  ✓ | jump     | time:   2.775 s  | iters: 255   | obj: 2.059207e+00  (max) | CPU: 138.17 MiB
│  │  ✓ | adnlp    | time:   6.800 s  | iters: 409   | obj: 2.059207e+00  (max) | CPU:   1.52 GiB
│  │  ✓ | exa      | time:   3.202 s  | iters: 350   | obj: 2.059213e+00  (max) | CPU: 156.60 MiB
│  │
│  │  N = 1000
│  │  ✓ | jump     | time:  12.190 s  | iters: 567   | obj: 2.059511e+00  (max) | CPU: 522.90 MiB
│  │  ✓ | adnlp    | time:  17.578 s  | iters: 529   | obj: 2.059510e+00  (max) | CPU:   3.76 GiB
│  │  ✓ | exa      | time:   9.231 s  | iters: 520   | obj: 2.059510e+00  (max) | CPU: 435.45 MiB
│  │
│  │  N = 2000
│  │  ✓ | jump     | time:  10.044 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU: 416.25 MiB
│  │  ✓ | adnlp    | time:  16.624 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU:   2.56 GiB
│  │  ✓ | exa      | time:   6.793 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU: 321.89 MiB
│  └─
└─

Moonshot CPU

Results on self-hosted CPU hardware.

⚙️ Configuration

  • Problems: beam, chain, double_oscillator, electric_vehicle, glider, insurance, jackson, robbins, robot, rocket, space_shuttle, steering, vanderpol

  • Solvers: ipopt, madnlp

  • Models: adnlp, exa, jump

  • Grid sizes: 200, 500, 1000, 2000, 5000 discretization points

  • Discretization: trapeze method

  • Tolerance: 1.0e-8

  • Ipopt strategy: adaptive barrier parameter

  • Limits: 1000 iterations max, 400.0s wall time

🖥️ Environment

📅 Timestamp     : 2025-11-17 19:47:37 UTC
🔧 Julia version : 1.11.7
💻 OS            : Linux
🖥️ Machine       : moonshot

You can download the exact environment used for this benchmark:

These files allow you to reproduce the benchmark environment and results exactly.

Julia Version 1.11.7
Commit f2b3dbda30a (2025-09-08 12:10 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 144 × Intel(R) Xeon(R) Gold 6140 CPU @ 2.30GHz
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, skylake-avx512)
Threads: 16 default, 0 interactive, 8 GC (on 144 virtual cores)
Environment:
  JULIA_PKG_SERVER_REGISTRY_PREFERENCE = eager
  JULIA_DEPOT_PATH = /scratch/github-actions/julia_depot
  LD_LIBRARY_PATH = /home/mschanen/local/lib:/home/mschanen/local/lib:
  JULIA_NUM_THREADS = 16
Project CTBenchmarks v0.2.3
Status `/scratch/github-actions/actions_runner_control_toolbox/_work/CTBenchmarks.jl/CTBenchmarks.jl/Project.toml`
  [6e4b80f9] BenchmarkTools v1.6.3
 [54762871] CTBase v0.16.2
  [052768ef] CUDA v5.9.4
  [a93c6f00] DataFrames v1.8.1
  [ffbed154] DocStringExtensions v0.9.5
  [b6b21f68] Ipopt v1.13.0
  [682c06a0] JSON v1.3.0
  [4076af6c] JuMP v1.29.3
  [d72a61cc] MadNLPGPU v0.7.16
  [3b83494e] MadNLPMumps v0.5.1
  [f4238b75] NLPModelsIpopt v0.11.0
  [5f98b655] OptimalControl v1.1.6
  [59046045] OptimalControlProblems v0.3.2
  [91a5bcdd] Plots v1.41.1
  [bd369af6] Tables v1.12.1
  [ade2ca70] Dates v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [6462fe0b] Sockets v1.11.0
Info Packages marked with  have new versions available and may be upgradable.
Project CTBenchmarks v0.2.3
Status `/scratch/github-actions/actions_runner_control_toolbox/_work/CTBenchmarks.jl/CTBenchmarks.jl/Manifest.toml`
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  [9a962f9c] DataAPI v1.16.0
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Info Packages marked with  and  have new versions available. Those with  may be upgradable, but those with  are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`

📈 Time vs Grid Size (Moonshot CPU)

🔁 Iterations vs CPU time (Moonshot CPU)

🧭 Solution: N = 200 (Moonshot CPU)

🧭 Solution: N = 500 (Moonshot CPU)

🧭 Solution: N = 1000 (Moonshot CPU)

🧭 Solution: N = 2000 (Moonshot CPU)

🧭 Solution: N = 5000 (Moonshot CPU)

📊 Table of Results (Moonshot CPU)

Problem: insurance

SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
200adnlpipopt642.744902.058581max
200adnlpmadnlp971.3391202.058581max
200exaipopt354.264902.058581max
200examadnlp383.7451202.058581max
200jumpipopt466.118912.058581max
200jumpmadnlp562.1791202.058581max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
500adnlpipopt1490.137872.059208max
500adnlpmadnlp9057.1093632.059213max
500exaipopt883.976972.059214max
500examadnlp2567.3252642.059213max
500jumpipopt977.661892.059208max
500jumpmadnlp3441.7722542.059213max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
1000adnlpipopt5458.4791402.059511max
1000adnlpmadnlp32535.1326352.059510max
1000exaipopt3204.1181492.059511max
1000examadnlp13549.7016462.059510max
1000jumpipopt3910.1021502.059511max
1000jumpmadnlp13130.2904942.059510max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
2000adnlpipopt22773.2371932.059700max
2000adnlpmadnlp21106.9361712.059697max
2000exaipopt10446.7472232.059700max
2000examadnlp7929.8721712.059697max
2000jumpipopt11803.4891992.059700max
2000jumpmadnlp12598.2881712.059697max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
5000adnlpipopt111443.9933502.059854max
5000adnlpmadnlp215708.8897382.059852max
5000exaipopt52828.0343602.059854max
5000examadnlp86659.7687672.059845max
5000jumpipopt74269.8623882.059859max
5000jumpmadnlp135338.4078102.059855max
Benchmarks results:

┌─ Problem: insurance
│
├──┬ Solver: ipopt, Discretization: trapeze
│  │
│  │  N = 200
│  │  ✓ | jump     | time: 466.118 ms | iters: 91    | obj: 2.058581e+00  (max) | CPU: 179.28 KiB
│  │  ✓ | adnlp    | time: 642.744 ms | iters: 90    | obj: 2.058581e+00  (max) | CPU: 121.36 MiB
│  │  ✓ | exa      | time: 354.264 ms | iters: 90    | obj: 2.058581e+00  (max) | CPU: 246.02 KiB
│  │
│  │  N = 500
│  │  ✓ | jump     | time: 977.661 ms | iters: 89    | obj: 2.059208e+00  (max) | CPU: 168.92 KiB
│  │  ✓ | adnlp    | time:   1.490 s  | iters: 87    | obj: 2.059208e+00  (max) | CPU: 283.32 MiB
│  │  ✓ | exa      | time: 883.976 ms | iters: 97    | obj: 2.059214e+00  (max) | CPU: 429.12 KiB
│  │
│  │  N = 1000
│  │  ✓ | jump     | time:   3.910 s  | iters: 150   | obj: 2.059511e+00  (max) | CPU: 289.38 KiB
│  │  ✓ | adnlp    | time:   5.458 s  | iters: 140   | obj: 2.059511e+00  (max) | CPU: 909.61 MiB
│  │  ✓ | exa      | time:   3.204 s  | iters: 149   | obj: 2.059511e+00  (max) | CPU: 785.88 KiB
│  │
│  │  N = 2000
│  │  ✓ | jump     | time:  11.803 s  | iters: 199   | obj: 2.059700e+00  (max) | CPU: 378.14 KiB
│  │  ✓ | adnlp    | time:  22.773 s  | iters: 193   | obj: 2.059700e+00  (max) | CPU:   2.44 GiB
│  │  ✓ | exa      | time:  10.447 s  | iters: 223   | obj: 2.059700e+00  (max) | CPU:   1.43 MiB
│  │
│  │  N = 5000
│  │  ✓ | jump     | time:  74.270 s  | iters: 388   | obj: 2.059859e+00  (max) | CPU: 761.20 KiB
│  │  ✓ | adnlp    | time: 111.444 s  | iters: 350   | obj: 2.059854e+00  (max) | CPU:  11.16 GiB
│  │  ✓ | exa      | time:  52.828 s  | iters: 360   | obj: 2.059854e+00  (max) | CPU:   3.35 MiB
│  └─
│
├──┬ Solver: madnlp, Discretization: trapeze
│  │
│  │  N = 200
│  │  ✓ | jump     | time: 562.179 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU:  36.15 MiB
│  │  ✓ | adnlp    | time: 971.339 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU: 200.56 MiB
│  │  ✓ | exa      | time: 383.745 ms | iters: 120   | obj: 2.058581e+00  (max) | CPU:  26.53 MiB
│  │
│  │  N = 500
│  │  ✓ | jump     | time:   3.442 s  | iters: 254   | obj: 2.059213e+00  (max) | CPU: 152.45 MiB
│  │  ✓ | adnlp    | time:   9.057 s  | iters: 363   | obj: 2.059213e+00  (max) | CPU:   1.31 GiB
│  │  ✓ | exa      | time:   2.567 s  | iters: 264   | obj: 2.059213e+00  (max) | CPU: 118.57 MiB
│  │
│  │  N = 1000
│  │  ✓ | jump     | time:  13.130 s  | iters: 494   | obj: 2.059510e+00  (max) | CPU: 468.95 MiB
│  │  ✓ | adnlp    | time:  32.535 s  | iters: 635   | obj: 2.059510e+00  (max) | CPU:   4.52 GiB
│  │  ✓ | exa      | time:  13.550 s  | iters: 646   | obj: 2.059510e+00  (max) | CPU: 550.25 MiB
│  │
│  │  N = 2000
│  │  ✓ | jump     | time:  12.598 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU: 416.27 MiB
│  │  ✓ | adnlp    | time:  21.107 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU:   2.56 GiB
│  │  ✓ | exa      | time:   7.930 s  | iters: 171   | obj: 2.059697e+00  (max) | CPU: 321.91 MiB
│  │
│  │  N = 5000
│  │  ✓ | jump     | time: 135.338 s  | iters: 810   | obj: 2.059855e+00  (max) | CPU:   3.47 GiB
│  │  ✓ | adnlp    | time: 215.709 s  | iters: 738   | obj: 2.059852e+00  (max) | CPU:  26.06 GiB
│  │  ✓ | exa      | time:  86.660 s  | iters: 767   | obj: 2.059845e+00  (max) | CPU:   3.08 GiB
│  └─
└─

Moonshot GPU

Results on self-hosted GPU hardware.

⚙️ Configuration

  • Problems: beam, chain, double_oscillator, electric_vehicle, glider, insurance, jackson, robbins, robot, rocket, space_shuttle, steering, vanderpol

  • Solvers: madnlp

  • Models: exa, exa_gpu

  • Grid sizes: 1000, 5000, 10000, 20000 discretization points

  • Discretization: trapeze method

  • Tolerance: 1.0e-6

  • Ipopt strategy: adaptive barrier parameter

  • Limits: 1000 iterations max, 1000.0s wall time

🖥️ Environment

📅 Timestamp     : 2025-11-17 22:08:51 UTC
🔧 Julia version : 1.11.7
💻 OS            : Linux
🖥️ Machine       : moonshot

You can download the exact environment used for this benchmark:

These files allow you to reproduce the benchmark environment and results exactly.

Julia Version 1.11.7
Commit f2b3dbda30a (2025-09-08 12:10 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 144 × Intel(R) Xeon(R) Gold 6140 CPU @ 2.30GHz
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, skylake-avx512)
Threads: 16 default, 0 interactive, 8 GC (on 144 virtual cores)
Environment:
  JULIA_PKG_SERVER_REGISTRY_PREFERENCE = eager
  JULIA_DEPOT_PATH = /scratch/github-actions/julia_depot
  LD_LIBRARY_PATH = /home/mschanen/local/lib:/home/mschanen/local/lib:
  JULIA_NUM_THREADS = 16
Project CTBenchmarks v0.2.3
Status `/scratch/github-actions/actions_runner_control_toolbox/_work/CTBenchmarks.jl/CTBenchmarks.jl/Project.toml`
  [6e4b80f9] BenchmarkTools v1.6.3
 [54762871] CTBase v0.16.2
  [052768ef] CUDA v5.9.4
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  [4076af6c] JuMP v1.29.3
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Info Packages marked with  have new versions available and may be upgradable.
Project CTBenchmarks v0.2.3
Status `/scratch/github-actions/actions_runner_control_toolbox/_work/CTBenchmarks.jl/CTBenchmarks.jl/Manifest.toml`
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Info Packages marked with  and  have new versions available. Those with  may be upgradable, but those with  are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`

📈 Time vs Grid Size (Moonshot GPU)

🔁 Iterations vs CPU time (Moonshot GPU)

🧭 Solution: N = 1000 (Moonshot GPU)

🧭 Solution: N = 5000 (Moonshot GPU)

🧭 Solution: N = 10000 (Moonshot GPU)

🧭 Solution: N = 20000 (Moonshot GPU)

📊 Table of Results (Moonshot GPU)

Problem: insurance

SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
1000examadnlp10683.4055382.059433max
1000exa_gpumadnlp583.339611.175172max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
5000examadnlp90842.3017522.059534max
5000exa_gpumadnlp3760.0572401.173337max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
10000examadnlp150341.8095582.059237max
10000exa_gpumadnlp9027.4102821.171076max
SuccessNModelSolverTime (ms)ItersObjectiveCriterionBest
20000examadnlp398139.2916362.058537max
20000exa_gpumadnlp4027.237761.166456max
Benchmarks results:

┌─ Problem: insurance
│
├──┬ Solver: madnlp, Discretization: trapeze
│  │
│  │  N = 1000
│  │  ✓ | exa      | time:  10.683 s  | iters: 538   | obj: 2.059433e+00  (max) | CPU: 462.87 MiB
│  │  ✓ | exa_gpu  | time: 583.339 ms | iters: 61    | obj: 1.175172e+00  (max) | CPU: 28.462 MiB | GPU: 57.504 MiB
│  │
│  │  N = 5000
│  │  ✓ | exa      | time:  90.842 s  | iters: 752   | obj: 2.059534e+00  (max) | CPU:   3.20 GiB
│  │  ✓ | exa_gpu  | time:   3.760 s  | iters: 240   | obj: 1.173337e+00  (max) | CPU: 111.790 MiB | GPU: 586.527 MiB
│  │
│  │  N = 10000
│  │  ✓ | exa      | time: 150.342 s  | iters: 558   | obj: 2.059237e+00  (max) | CPU:   4.81 GiB
│  │  ✓ | exa_gpu  | time:   9.027 s  | iters: 282   | obj: 1.171076e+00  (max) | CPU: 138.526 MiB | GPU:  1.296 GiB
│  │
│  │  N = 20000
│  │  ✓ | exa      | time: 398.139 s  | iters: 636   | obj: 2.058537e+00  (max) | CPU:  12.56 GiB
│  │  ✓ | exa_gpu  | time:   4.027 s  | iters: 76    | obj: 1.166456e+00  (max) | CPU: 71.554 MiB | GPU:  1.216 GiB
│  └─
└─