Expand description
Conic programming: SDP and SOCP solvers.
Provides interior-point methods for:
- Semidefinite Programming (SDP) via Mehrotra predictor-corrector
- Second-Order Cone Programming (SOCP) via NT-scaling interior point
Re-exports§
pub use sdp::matrix_completion_sdp;pub use sdp::max_cut_sdp;pub use sdp::MatrixCompletionSdpResult;pub use sdp::MaxCutSdpResult;pub use sdp::SDPProblem;pub use sdp::SDPResult;pub use sdp::SDPSolver;pub use sdp::SDPSolverConfig;pub use socp::portfolio_optimization_socp;pub use socp::robust_ls_socp;pub use socp::socp_to_sdp;pub use socp::PortfolioSocpResult;pub use socp::RobustLsResult;pub use socp::SOCConstraint;pub use socp::SOCPConfig;pub use socp::SOCPProblem;pub use socp::SOCPResult;