SOCP: Software for Second-Order Cone ProgrammingM. Lobo, L. Vandenberghe, and S. Boyd
Implementation of a primal-dual potential reduction method for solving second-order cone programming problems. Package includes C implementation, Matlab interface functions, documentation and examples. Released in 1995, SOCP was the first publicly available code for second-order cone programming. Since then, many other (better) codes for SOCP, both commercial and noncommercial, have been developed and made available. For rapidly forming and solving second-order cone problems in a Matlab environment, you can use the much more recent package CVX. |