[R] second order cone programmming, linear inequalities constraints
riccardo giacomelli
riccardo.giacomelli at gmail.com
Fri Jan 13 11:04:05 CET 2012
Hi all,
I can see two packages implementing second order cone programming in R:
CLSOCP and DWD. Both of them allow to specify only equality linear constraints.
Do you know if there is a library to solve this problem:
second order cone programming with inequality liner constraints
excluding mosek and cplex.
thanks
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