The State-of-the-Art in Conic Optimization Software
Hans D. Mittelmann ()
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Hans D. Mittelmann: Arizona State University
Chapter Chapter 23 in Handbook on Semidefinite, Conic and Polynomial Optimization, 2012, pp 671-686 from Springer
Abstract:
Abstract This work gives an overview of the major codes available for the solution of linear semidefinite (SDP) and second-order cone (SOCP) programs. Many of these codes also solve linear programs (LP). Some developments since the 7th DIMACS Challenge [10, 18] are pointed out as well as some currently under way. Instead of presenting performance tables, reference is made to the ongoing benchmark webpage [20] as well as other related efforts.
Keywords: Cholesky Factorization; Input Format; Quadratic Cone; Approximate Optimal Solution; Augmented Lagrangian Algorithm (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-0769-0_23
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