second-order-cone-programming

Models and solves second-order cone programs and problems convertible to SOCP form using cvxpy with multiple solver backends (COPT, Gurobi, MOSEK, CPLEX, CLARABEL, ECOS, SCS, CVXOPT, COSMO, OSQP). Handles linear objectives with second-order cone constraints, as well as problems reducible to SOCP such as portfolio optimization, robust optimization, and engin…

Independent GitHub snapshot · Automated classification · Original documentation governs