ecos

Lightweight conic solver for second-order cone programming

ECOS is a numerical software for solving convex second-order cone programs (SOCPs) of type: min c'*x s.t. A*x = b G*x <=_K h where the last inequality is generalized, i.e. h - G*x belongs to the cone K. Convex optimization is used in fields as diverse as control and estimation, finance, signal processing and image reconstruction.