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| The SOCP Barrier Solver included free with the
Premium Solver Platform uses Interior Point (Barrier) methods
to solve linear programming (LP), quadratic programming (QP),
quadratically constrained programming (QCP), and second
order cone programming (SOCP) problems of up to 2,000
variables. Using the Polymorphic
Spreadsheet Interpreter in Premium Solver Platform to
compute second order partial derivatives for Excel
formulas, it is able to solve quadratic and conic problems
with the same speed and reliability as linear programming
problems. It is typically as fast or faster than the
LP/Quadratic Solver included in the Premium Solver Platform. |
Click on the SOCP Barrier Solver
Options dialog to see it full size.
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The SOCP Barrier Solver automatically
recognizes quadratic objectives and constraints and converts
them to second order cone (SOC) constraints internally before
solving the problem. It provides several options for computing the
search direction in each Interior Point iteration, and it allows you
control tolerances such as the feasibility tolerance, the
primal-dual gap tolerance, and the relative step size to the
constraint boundary.
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Platform Product Overview
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