SCS
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Cited in
(only showing first 100 items - show all)- LDL
- PERUSE
- Hypatia.jl
- OptNet
- FANOK
- SHAFF
- DELAUNAYSPARSE
- ProxSDP
- SDPLIB
- VSDP
- Certifying numerical estimates of spectral gaps
- GAIO
- CVXOPT
- CHOMPACK
- CVX
- Mosek
- SMCP
- SDPLR
- SparseCoLO
- COL
- Optimal transport over nonlinear systems via infinitesimal generators on graphs
- Algorithm 587
- kappalab
- LMBM
- ROI
- PICOS
- NCSOStools
- A survey on conic relaxations of optimal power flow problem
- Tax-aware portfolio construction via convex optimization
- A distributed algorithm for high-dimension convex quadratically constrained quadratic programs
- Efficient semidefinite programming with approximate ADMM
- Finding unstable periodic orbits: a hybrid approach with polynomial optimization
- Imitation learning of stabilizing policies for nonlinear systems
- On a primal-dual Newton proximal method for convex quadratic programs
- Proportional-integral projected gradient method for conic optimization
- MProbe
- Bounds-constrained polynomial approximation using the Bernstein basis
- Distance geometry and data science
- Optimal rates for estimation of two-dimensional totally positive distributions
- Outer approximation with conic certificates for mixed-integer convex problems
- Estimation of Monge matrices
- Optimal perturbations for nonlinear systems using graph-based optimal transport
- Reconstructing manifolds from truncations of spectral triples
- COSMO: a conic operator splitting method for convex conic problems
- Automatic repair of convex optimization problems
- Infeasibility detection in the alternating direction method of multipliers for convex optimization
- Solution refinement at regular points of conic problems
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- A convex optimization approach to radiation treatment planning with dose constraints
- \(\Aut(\mathbb{F}_5)\) has property \((T)\)
- Stochastic matrix-free equilibration
- ECOS
- Perspective functions: proximal calculus and applications in high-dimensional statistics
- Linear convergence of first order methods for non-strongly convex optimization
- BENSOLVE
- Computation of the maximum likelihood estimator in low-rank factor analysis
- bamg
- SDPNAL+
- CBLIB
- CVXPY
- On property (T) for \(\Aut(F_n)\) and \(\mathrm{SL}_n(\mathbb{Z})\)
- A comparison of optimization solvers for log binomial regression including conic programming
- Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones
- Efficient differentiable quadratic programming layers: an ADMM approach
- Anderson
- JuMP
- CVXPY: a Python-embedded modeling language for convex optimization
- BProbe
- CDCS
- Matrix-free convex optimization modeling
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Extended formulations in mixed-integer convex programming
- QETLAB
- Low-rank matrix iteration using polynomial-filtered subspace extraction
- CVXR
- Non-Convex Global Minimization and False Discovery Rate Control for the TREX
- lightning
- OSQP
- POGS
- CVXPortfolio
- Convex.jl
- FOM
- sdpt3r
- SPOTless
- EPnP
- ConRad
- 2EBD-HPE
- CUDAnative.jl
- AbstractAlgebra.jl
- FBstab
- GMRES-accelerated ADMM for quadratic objectives
- Pajarito
- OPFSDR
- Clustering is semidefinitely not that hard: nonnegative SDP for manifold disentangling
- Bounds on mean energy in the Kuramoto–Sivashinsky equation computed using semidefinite programming
- Solver-o-matic
- QPALM
- An ADMM-based interior-point method for large-scale linear programming
- Operator splitting for a homogeneous embedding of the linear complementarity problem
- Computing large market equilibria using abstractions
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