/conex

A geodesic interior-point method for symmetric cone optimization

Primary LanguageC++MIT LicenseMIT

conex

An implementation of a geodesic interior-point method for symmetric cone optimization. If this code is useful to you, please cite:

@article{permenter2020geodesic,
  title={A geodesic interior-point method for linear optimization over symmetric cones},
  author={Permenter, Frank},
  year={2020}
}