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CLSOCP (version 1.0)

A smoothing Newton method SOCP solver

Description

This package provides and implementation of a one step smoothing newton method for the solution of second order cone programming problems, originally described by Xiaoni Chi and Sanyang Liu.

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Version

Install

install.packages('CLSOCP')

Monthly Downloads

4

Version

1.0

License

GPL-3

Maintainer

Jason Rudy

Last Published

July 23rd, 2011

Functions in CLSOCP (1.0)

socp

Solve Second Order Cone Programs