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...

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Bibliographic Details
Main Authors: Garstka, M, Cannon, M, Goulart, P
Format: Journal article
Language:English
Published: Springer 2021