COSMO: A conic operator splitting method for convex conic problems
This paper describes the conic operator splitting method (COSMO) solver, an operator splitting algorithm and associated software package for convex optimisation problems with quadratic objective function and conic constraints. At each step, the algorithm alternates between solving a quasi-definite l...
Main Authors: | , , |
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Format: | Journal article |
Language: | English |
Published: |
Springer
2021
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