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Time complexity of solvers

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May 12, 2021
2
2019 Jtm2677
May 12, 2021 #1

Hi,

I am using sdpt3 to solve for l-1 minimization problem for basis pursuit algorithm(https://web.stanford.edu/group/SOL/papers/BasisPursuit-SIGEST.pdf). Are there any research articles that discuss about the worst-case time complexity of solvers? Here’s the code for the problem:
image

M
Mark L. Stone
May 13, 2021 #2

This is LP-representable, although i don’t know exactly how CVX formulates this for the solver.

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