GLOBAL World

	[ GLOBAL World Home \| Board \| Solvers \| GLOBALLib \| Links \| GamsWorld group \| Search \| Contact ]

GLOBAL Reproducibility of Results

This section gives instructions on reproducing the numerical results in the presentation

Pruessner, A, Bussieck, M., Dirkse, S., and Meeraus, A. (2003), Conic Programming in GAMS, INFORMS Annual Meeting, Atlanta, October 19-22, Session on "Optimization Software - The State of the Art".

Note: The test set consists only of the 12 DIMACS SOCP problems converted to GAMS format. The solutions returned by MOSEK are all the optimal solutions, whereas the NLP solvers give different solutions. Thus, only the "efficiency" profile plot makes sense.

Version/Platform:

GAMS 21.2 (Linux).

Preliminaries

Download the CONELib library of models used (from 10/18/2003): conelib.zip
Download the GAMS script to run the experiments
- conetest_fig.gms
Download the termination routines described in the section on Program Termination These tools are necessary to independently ensure that solvers are allocated a set resource solver time.
- The GAMS routine schulz.gms
- PSList (Download and place into your GAMS system directory)
- PSKill (Download and place into your GAMS system directory)
The tools PSKill and PSList are free from but proprietary from Sysinternals.

Reproduce Results in Figure 1

Run the schulz.gms termination routine. From the command line
```
    >> gams schulz.gms --resseq=65:70:75
      
```
On Windows: Add the flag --watch=gms*
Run the GAMS script gotest_fig1.gms. From the command line
```
   >> gams conetest_fig.gms 
   
```

This will create the following trace files which can be submitted to the PAVER Server for analysis.

        TRACE FILE        
      ------------------
        mosek_cone.pvr
        conopt_cone.pvr
        minos_cone.pvr
        snopt_cone.pvr