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.


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Reference manual

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install.packages("CLSOCP")

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