A smoothing Newton method SOCP solver

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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Jason Rudy, 9 years ago

Browse source code at https://github.com/cran/CLSOCP

Authors: Jason Rudy

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL-3 license

Depends on Matrix

See at CRAN