Module for defining and solving convex programs.
The module contains the following items: classes:
Class for inequality (cone) constraints.
Class for control parameters used in optimizations.
Class for primal/dual variables.
Class for definition of convex programs.
Class for definition of linear programs.
Class for definition of linear programs with non-linear constraints.
Class for definition of quadratic programs.
Class for solution of convex programs.
Function for solving risk parity portfolios.
Function for solving a geometric program.