scs

Solver of convex cone problems via operator splitting

SCS (splitting conic solver) is a numerical optimization package for solving large-scale convex cone problems, based on our paper Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding. It is written in C and can be used in other C, C++, Python, Matlab, R, Julia, programs via the linked interfaces. It can also be called as a solver from convex optimization toolboxes CVX (3.0 or later), CVXPY, Convex.jl, and Yalmip.