29 Oct 2011============================================== SOCP (second-order cone programming) Benchmark ============================================== Hans D. Mittelmann (mittelmann@asu.edu)
Logfiles for these runs are at: plato.la.asu.edu/ftp/socp_logs/
| SDPT3-4.0 | www.math.nus.edu.sg/~mattohkc/sdpt3.html |
| SeDuMi_1_3 | sedumi.ie.lehigh.edu/ |
| LOQO-6.07 | www.princeton.edu/~rvdb/ |
| MOSEK-6.0.0.122 | www.mosek.com/ |
| CPLEX-12.4.0.0 | CPLEX |
These codes were used to solve SOCP problems generated with the Matlab FIR toolbox (www.scholnik.info/opt.html). The Matlab scripts are in the directory examples/TestSuite. K below denotes the dimension used. Matlab binary files were converted with a utility provided by the authors for input to CPLEX, LOQO, and MOSEK.
The codes were run in default mode on a 2.67 GHz, Intel Core 2 Quad under Linux-2.6. Given are total CPU seconds. For the codes marked by * error measures are given as defined in the 7th DIMACS Challenge benchmark paper Math Prog 95, 407-430 (2003), plato.asu.edu/dimacs/node3.html
=================================================================== problem K MOSEK SeDuMi* SDPT3* LOQO CPLEX =================================================================== dsNRL 34 46 477 214 50 firL1 400 33 797 703 739 129 firL1Linfalph 400 77 1871 1569 fail 257 firL1Linfeps 198 21 4932 147 fail 70 firL2L1alph 201 6 304 119 296 19 firL2L1eps 400 33 759 739 853 149 firL2Linfalph 400 24 53 374 fail 23 firL2Linfeps 300 15 507 230 207 47 firL2a 3000 121 94 410 499 26 firLinf 1000 230 224 3973 fail 385 wbNRL 33 30 530 922 94 ===================================================================