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-6.07http://www.princeton.edu/~rvdb/
MOSEK-5.0.0.105http://www.mosek.com/
CPLEX-11.2http://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
===================================================================