Is yalmip slow to deal with SOCP model?

[Shuai Lu]

Dear all,

    Now I am using Yalmip to model a SOCP model. When I use the Cplex solver to solve the model, Yalmip seems takes a very long time to deal with the model. For example, the solver time is about 1s, but Yalmip takes about 30s to deal with the model. What is the reason? How to improve speed? I would appreciate it very much if you could help me with this problem.

    Best regards,

Shuai

   

[Johan Löfberg]

Answer depends on how you define the model

using norm is much faster than using quadratics

using cone is much faster than using norm

using vectorized cone is much faster than single cones

[Shuai Lu]

Thank you very much! Can I set up Yalmip without preprocessing? For example, directly inputing the model into the solver. Instead of judging whether it is convex.