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What is the fastest solver to solve a socp problem?
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socp
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叶超天
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Oct 10, 2014, 11:52:55 AM
10/10/14
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Hello, Johan Löfberg .
The problem contains about 20 constraints.
As well as you know, what is the best algorithm to solve a socp problem, is there a paper?
Thank you!
Johan Löfberg
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Oct 10, 2014, 12:25:52 PM
10/10/14
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There is no fastest. mosek is good, but so is gurobi. and cplex. and sdpt3. and sedumi. and ecos. etc.
They all use variants of primal-dual interior-point methods.
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