An independent benchmarking of SDP and SOCP solvers
نویسنده
چکیده
This work reports the results of evaluating all computer codes submitted to the Seventh DIMACS Implementation Challenge on Semidefinite and Related Optimization Problems. The codes were run on a standard platform and on all the benchmark problems provided by the organizers of the challenge. A total of ten codes were tested on fifty problems in twelve categories. For each code the most important information is summarized. Together with the tabulated and commented benchmarking results this provides an overview of the state of the art in this field.
منابع مشابه
Second order cone programming relaxation of a positive semidefinite constraint
The positive semideenite constraint for the variable matrix in semideenite programming (SDP) relaxation is further relaxed by a nite number of second order cone constraints in second order cone programming (SOCP) relaxations. A few types of SOCP relaxations are obtained from diierent ways of expressing the positive semideenite constraint of the SDP relaxation. We present how such SOCP relaxatio...
متن کاملOn SOCP/SDP Formulation of the Extended Trust Region Subproblem
We consider the extended trust region subproblem (eTRS) as the minimization of an indefinite quadratic function subject to the intersection of unit ball with a single linear inequality constraint. Using a variation of the S-Lemma, we derive the necessary and sufficient optimality conditions for eTRS. Then, an OCP/SDP formulation is introduced for the problem. Finally, several illustrative examp...
متن کاملSecond-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
متن کاملStrong SOCP Relaxations for the Optimal Power Flow Problem
This paper proposes three strong second order cone programming (SOCP) relaxations for the AC optimal power flow (OPF) problem. These three relaxations are incomparable to each other and two of them are incomparable to the standard SDP relaxation of OPF. Extensive computational experiments show that these relaxations have numerous advantages over existing convex relaxations in the literature: (i...
متن کاملA fast optimization method for large margin estimation of HMMs based on second order cone programming
In this paper, we present a new fast optimization method to solve large margin estimation (LME) of continuous density hiddenMarkov models (CDHMMs) for speech recognition based on second order cone programming (SOCP). SOCP is a class of nonlinear convex optimization problems which can be solved quite efficiently. In this work, we have proposed a new convex relaxation condition under which LME of...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Program.
دوره 95 شماره
صفحات -
تاریخ انتشار 2003