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The purpose of this package is the provision of routines for solving cone constrained convex problems. The inequality constraints can be formulated with respect to the non-negative orthant, the second-order and/or the positive semidefinite cone(s).

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Tags: R, linear programming, optimization, quadratic programming, semidefinite programming

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Registered: 2014-05-05 13:16
Activity Ranking: 0
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