math/ecos/pkg-descr


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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.