SOCP Barrier Solver

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.

SOCP Barrier Solver Options (33391 bytes)

SOCP Barrier Solver Options dialog

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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