An independent benchmarking of SDP and SOCP solvers

Research output: Contribution to journalArticle

126 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)407-430
Number of pages24
JournalMathematical Programming, Series B
Volume95
Issue number2
DOIs
StatePublished - Feb 1 2003

Keywords

  • Optimization software
  • Performance evaluation
  • Second order cone programming
  • Semidefinite programming

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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