92c37d00e9
Port changes: * Add the 'test' target * Add the 'demos' target that runs the supplied demo problems * Add to description * Update WWW Reported by: portscout
13 lines
378 B
Text
13 lines
378 B
Text
ECOS is a numerical software for solving convex second-order cone programs
|
|
(SOCPs) of type:
|
|
|
|
min c'*x
|
|
s.t. A*x = b
|
|
G*x <=_K h
|
|
|
|
where the last inequality is generalized, i.e. h - G*x belongs to the cone K.
|
|
|
|
Convex optimization is used in fields as diverse as control and estimation,
|
|
finance, signal processing and image reconstruction.
|
|
|
|
WWW: https://www.embotech.com/ECOS
|