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Ecos
Jul 20, 2023
Lightweight conic solver for second-order cone programming
ECOS is a numerical software for solving convex second-order cone programs SOCPs of type
min c’x s.t. Ax = b G*x <=_K h
where the last inequality is generalized, i.e. h - G*x belongs to the cone K.
Convex optimization is used in fields as diverse as control and estimation, finance, signal processing and image reconstruction.
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