CLSOCP: A smoothing Newton method SOCP solver

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This package provides and implementation of a one step smoothing newton method for the solution of second order cone programming problems, originally described by Xiaoni Chi and Sanyang Liu.

Author
Jason Rudy
Date of publication
2011-07-23 13:01:34
Maintainer
Jason Rudy <jcrudy@gmail.com>
License
GPL-3
Version
1.0

View on CRAN

Man pages

socp
Solve Second Order Cone Programs

Files in this package

CLSOCP
CLSOCP/COPYING
CLSOCP/data
CLSOCP/data/prob.rda
CLSOCP/data/soln.rda
CLSOCP/DESCRIPTION
CLSOCP/inst
CLSOCP/inst/doc
CLSOCP/inst/doc/manual.pdf
CLSOCP/man
CLSOCP/man/socp.Rd
CLSOCP/NAMESPACE
CLSOCP/R
CLSOCP/R/CL_grad_H.R
CLSOCP/R/CL_H.R
CLSOCP/R/CL_M.R
CLSOCP/R/CL_N.R
CLSOCP/R/CL_P.R
CLSOCP/R/CL_rho.R
CLSOCP/R/CLSOCP-internal.R
CLSOCP/R/convert_l.R
CLSOCP/R/FB_smoother.R
CLSOCP/R/jordan_identity.R
CLSOCP/R/jordan_product.R
CLSOCP/R/jordan_sqrt.R
CLSOCP/R/jordan_square.R
CLSOCP/R/jordan_sym.R
CLSOCP/R/lambda1.R
CLSOCP/R/lambda2.R
CLSOCP/R/make_inds.R
CLSOCP/R/socp.R
CLSOCP/R/two_norm.R
CLSOCP/R/u1.R
CLSOCP/R/u2.R