11 Nov 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.ie.lehigh.edu/ |
| LOQO-6.07 | http://www.princeton.edu/~rvdb/ |
| MOSEK-5.0.0.105 | http://www.mosek.com/ |
| CPLEX-11.2 | 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 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), http://plato.asu.edu/dimacs/node3.html
=================================================================== problem K MOSEK SeDuMi* SDPT3* LOQO CPLEX =================================================================== firL1 400 90 565 885 739 215 firL1Linfalph 400 285 1313 1987 fail 403 firL1Linfeps 198 63 312 166 fail 92 firL2L1alph 201 13 91 239 296 27 firL2L1eps 400 83 533 982 853 246 firL2Linfalph 400 56 360 441 fail 53 firL2Linfeps 300 42 241 261 207 92 firL2a 3000 260 233 533 499 60 firLinf 1000 926 3202 5291 fail 893 dsNRL 99 388 548 214 118 wbNRL 87 279 712 922 185 ===================================================================