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I have solved an SDP by the MOSEK solver of the CVX toolbox. I need to calculate the computational complexity of my algorithm. Can you help me in this regard? I would appreciate it if you can give me some references on how to calculate the computational complexity of the solutions obtained by CVX toolbox.

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  • $\begingroup$ Does CVX mention (during execution) what algorithm it is using? Can you force CVX to reveal such information? $\endgroup$ – Rodrigo de Azevedo May 26 at 10:53
  • $\begingroup$ Thank you for your reply. I think it uses successive approximation. $\endgroup$ – Hasti May 26 at 11:35
  • $\begingroup$ Why not include the relevant output of CVX in your question? $\endgroup$ – Rodrigo de Azevedo May 26 at 11:44
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    $\begingroup$ If CVX is using its successive approximation scheme then you aren’t solving an SDP but rather a problem involving the exponential cone or other features that require the successive approximation scheme. $\endgroup$ – Brian Borchers May 26 at 18:59
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    $\begingroup$ As the author of CVX I frankly don't concern myself with theoretical complexity measures. I let the solver vendors deal with that :-) $\endgroup$ – Michael Grant May 26 at 22:26

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