Second-order cone programming: Difference between revisions

Revision as of 14:51, 3 November 2008

Revision as of 08:35, 15 March 2009

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==Solvers==

There are various solver available for solving SOCP. Some of the popular ones are listed below

'''1. Free and opensource, with [[List_of_OSI_approved_software_licences#OSI_approved_licenses|OSI-Approved licenses]]'''

{| class="wikitable" border=1

!Name

!License

!Brief info

|-

|[http://www.nmt.edu/~borchers/csdp.html CSDP]||[[Common_Public_License|CPL]]||a library of routines that implements a predictor corrector variant of<br> the semidefinite programming algorithm of Helmberg, Rendl, Vanderbei, and Wolkowicz

|-

* |[http://www-unix.mcs.anl.gov/DSDP/ DSDP]||[[GPL]]||is present in Linux software channels

|-

|[[OpenOpt]]||[[BSD_licenses |BSD]]||universal cross-platform numerical optimization framework;<br> see its [http://openopt.org/SOCP SOCP] page and [http://openopt.org/Problems full list of problems]

|-

* |[http://www.math.nus.edu.sg/~mattohkc/sdpt3.html SDPT3]||[[GPL2]]|| API: MATLAB; last update - December 2002

|-

* |[http://homepage.mac.com/klabtitech/sdpa-homepage/ SDPA]||[[GPL]]||primal-dual interior-point method

|-

* |[http://dollar.biz.uiowa.edu/~burer/software/SDPLR/ SDPLR]||[[GPL]]?|| language: C, API: MATLAB

|-

* |[http://www-user.tu-chemnitz.de/~helmberg/SBmethod/ SBmethod]||[[GPL]]||no longer supported

|}

'''2. Commercial'''

* [http://www.mosek.com/ MOSEK] &mdash; The first commercially available software package for solution SOCP.

* [http://www.ilog.com/products/cplex/product/algorithms.cfm CPLEX] &mdash; Full-featured solver for large scale linear, quadratic, and integer programming problems, including SOCP

* [http://sedumi.mcmaster.ca/ SeDuMi]

* [http://www.nmt.edu/~borchers/csdp.html CSDP]

* [http://www.penopt.com/pensdp.html PENSDP]

* [http://www.math.nus.edu.sg/~mattohkc/sdpt3.html SDPT3]

* [http://www-unix.mcs.anl.gov/DSDP/ DSDP]

* [http://homepage.mac.com/klabtitech/sdpa-homepage/ SDPA]

* [http://dollar.biz.uiowa.edu/~burer/software/SDPLR/ SDPLR]

* [http://www-user.tu-chemnitz.de/~helmberg/SBmethod/ SBmethod]

* [http://www.princeton.edu/~rvdb/ LOQO]