Second-order cone programming: Difference between revisions

Revision as of 08:35, 15 March 2009

Revision as of 12:52, 15 March 2009

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|[[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]

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|[http://www-user.mathtu-chemnitz.nus.edu.sgde/~mattohkchelmberg/SBmethod/sdpt3.html SDPT3SBmethod]||[[GPL2GPL]]||no API: MATLAB; last update - Decemberlonger 2002supported

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

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

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

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|[http://www-usersedumi.tu-chemnitzmcmaster.de/~helmberg/SBmethodca/ SBmethodSeDuMi]||[[GPL]]?||nopackage longerfor commercial [[MATLAB]] supported

|}

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* [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.penopt.com/pensdp.html PENSDP]

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