, Volume 95, Issue 2, pp 407-430

An independent benchmarking of SDP and SOCP solvers

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 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.

Received: March 27, 2001 / Accepted: April 5, 2002 Published online: October 9, 2002
Key Words. semidefinite programming – second order cone programming – optimization software – performance evaluation
This work is supported in part by grant NSF-CISE-9981984