2018-06-08 17:51:31 +02:00
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ECOS is a numerical software for solving convex second-order cone programs
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(SOCPs) of type:
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min c'*x
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s.t. A*x = b
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G*x <=_K h
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where the last inequality is generalized, i.e. h - G*x belongs to the cone K.
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2018-11-18 20:59:45 +01:00
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Convex optimization is used in fields as diverse as control and estimation,
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finance, signal processing and image reconstruction.
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WWW: https://www.embotech.com/ECOS
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