# Exact regularization of convex programs

SIAM Journal on Optimization, 18(4):1326-1350, 2007

SIAM Journal on Optimization, 18(4):1326-1350, 2007

To reproduce the experiments in this paper, download the following file:

- cpreg.zip (2M)

This archive contains the AMPL data files which fully describe the LPs, and the DIMACS SDPs and SOCPs used in the numerical experiments. It also contains Matlab and Python scripts that generate the data needed to reproduce the tables in the report. To unpack the archive and solve the unregularized and regularized versions of the LPs described in the paper, run (from the commandline)

```
>> unzip cpreg.zip
>> cd cpreg
>> python run_random_lps.py
>> python run_infeas_lps.py
```

Note that you will need Ampl and CPLEX installed. The data for Tables
6.1 ad 6.2 of the paper can now be found in the files `lp_sparse.out`

and `lp_infeas.out`

, respectively. To solve the unregularized and
regularized version of the SDPs and SOCPs, run (from within Matlab)

`>> rundimacs`

You will need to have SeDuMi installed.

```
@article{FrieTsen:2007,
author = {Michael P. Friedlander and Paul Tseng},
title = {Exact Regularization of Convex Programs},
publisher = {SIAM},
year = {2007},
journal = {SIAM Journal on Optimization},
volume = {18},
number = {4},
pages = {1326-1350},
keywords = {convex program; conic program; linear program;
regularization; exact penalization;
Lagrange multiplier; degeneracy; sparse solutions;
interior-point algorithms},
url = {http://link.aip.org/link/?SJE/18/1326/1},
doi = {10.1137/060675320}
}
```