Dear GAMS users,
I have a simple question and I really appreciate your help.
I have an SOCP model (second order cone programming) and so my model is convex.
My question is that which solver is more suitable for these kinds of problems i.e., SOCP?
Or every nonlinear solver is able to solve it easily due to its convexity?
Sincerely.
SOCP' best solvers Topic is solved
Re: SOCP' best solvers
Cplex, Gurobi, Mosek, and Xpress all have a special SOCP solver build in to tackle SOCP problems. Hans Mittelmann publishes frequently benchmarks on various problem classes (http://plato.asu.edu/bench.html), he also has one for SOCP: http://plato.asu.edu/ftp/socp.html. Some commercial solvers (e.g. Cplex and Xpress) dropped out of Mittelmann's benchmarks, so you won't see them there. You find some more information about the why at the top of the page http://plato.asu.edu/bench.html.
-Michael
-Michael