10 Apr 2008============================================== SOCP (second-order cone programming) Benchmark ============================================== Hans D. Mittelmann (mittelmann@asu.edu)
Logfiles for these runs are at: http://plato.la.asu.edu/ftp/socp_logs/
| SDPT3-4.0-beta: | http://www.math.nus.edu.sg/~mattohkc/sdpt3.html |
| SeDuMi-1.1: | http://sedumi.mcmaster.ca |
| LOQO-6.07 | http://www.princeton.edu/~rvdb/ |
| MOSEK-5.0.0.60 | http://www.mosek.com/ |
| CPLEX-11.01 | http://www.cplex.com/ |
These codes were used to solve SOCP problems generated with the Matlab FIR toolbox (http://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 3.2 GHz, 4GB RDRAM P4 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), http://plato.asu.edu/dimacs/node3.html
"m": memory exceeded
=================================================================== problem K MOSEK SeDuMi* SDPT3* LOQO CPLEX =================================================================== firL1 400 190 565 1279 739 424 firL1Linfalph 400 496 1313 2431 fail 845 firL1Linfeps 198 89 312 m fail 168 firL2L1alph 201 25 91 m 296 48 firL2L1eps 400 167 533 1277 853 475 firL2Linfalph 400 104 360 498 fail 113 firL2Linfeps 300 72 241 795 207 147 firL2a 3000 364 233 542 499 142 firLinf 1000 1663 3202 5474 fail 147 dsNRL 263 388 608 214 260 wbNRL 143 279 730 922 420 ===================================================================