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Cone Constrained Convex Problems

Bernhard Pfaff

Last update: 9 December 2023

Copyright license: GNU General Public License

Software version identifier: 0.2-9, 0.2-4, 0.2-7, 0.3-1

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see <https://cvxopt.org> for more information).




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