second-order-cone-programming

【设计与创意】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, an…

独立 GitHub 快照 · 自动分类 · 以原作者文档为准