scs: Splitting Conic Solver

Solves convex cone programs via operator splitting. Can solve: linear programs (LPs), second-order cone programs (SOCPs), semidefinite programs (SDPs), exponential cone programs (ECPs), and power cone programs (PCPs), or problems with any combination of those cones. SCS uses AMD (a set of routines for permuting sparse matrices prior to factorization) and LDL (a sparse LDL' factorization and solve package) from 'SuiteSparse' (<>).

Getting started

Package details

AuthorFlorian Schwendinger [ctb, cre], Brendan O'Donoghue [aut, cph], Timothy A. Davis [cph], Patrick R. Amestory [cph], Iain S. Duff [cph]
MaintainerFlorian Schwendinger <[email protected]>
Package repositoryView on CRAN
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scs documentation built on May 2, 2019, 2:11 p.m.