riccardo giacomelli
2012-Jan-13 10:04 UTC
[R] second order cone programmming, linear inequalities constraints
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