On Two Measures of Problem Instance Complexity and Their Correlation with the Performance of SeDuMi on Second-Order Cone Problems

We evaluate the practical relevance of two measures of conic convex problem complexity as applied to second-order cone problems solved using the homogeneous self-dual (HSD) embedding model in the software SeDuMi. The first measure we evaluate is Renegar’s data-based condition measure C(d), and t...

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Bibliographic Details
Main Authors: Cai, Zhi, Freund, Robert M.
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2004
Online Access:http://hdl.handle.net/1721.1/5540