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Application Problems

We collect the following problems as our test cases and also show that our SOCP algorithm works in these cases. The first is a production and inventory management problem. Next, we convert the single facility location problem to our format. Furthermore, we look at the more complicated class of facility location problems which plan to insert more than one new facility. In the fourth section, we discuss portfolio optimization, followed by FIR Filter design. In the sixth section, we describe the equilibrium of a system of piecewise-linear springs. The last two problems are robust least squares and finding feasible initial points.


Hans D. Mittelmann 2003-09-10