socp: Software for Second-Order Cone Programming. Implementation of a primal-dual potential reduction method for solving second-order cone programming problems. Package includes C implementation, Matlab interface functions, documentation and examples. Released in 1995, SOCP was the first publicly available code for second-order cone programming. Since then, many other (better) codes for SOCP, both commercial and noncommercial, have been developed and made available. For rapidly forming and solving second-order cone problems in a Matlab environment, you can use the much more recent package CVX.

References in zbMATH (referenced in 10 articles )

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  1. Hannes Fendl, Hermann Schichl: A feasible second order bundle algorithm for nonsmooth nonconvex optimization problems with inequality constraints: II. Implementation and numerical results (2015) arXiv
  2. Chen, Jein-Shan; Pan, Shaohua; Ko, Chun-Hsu: A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation (2011)
  3. Tang, Chun-Ming; Jian, Jin-Bao; Li, Guo-Yin: A working set SQCQP algorithm with simple nonmonotone penalty parameters (2011)
  4. Jian, Jin-Bao; Tang, Chun-Ming; Zheng, Hai-Yan: Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions (2010)
  5. Jian, Jinbao: A quadratically approximate framework for constrained optimization, global and local convergence (2008)
  6. Tang, Chun-Ming; Jian, Jin-Bao: A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function (2008)
  7. Jian, Jin-bao; Hu, Qing-jie; Tang, Chun-ming; Zheng, Hai-yan: A sequential quadratically constrained quadratic programming method of feasible directions (2007)
  8. Lobo, Miguel Sousa; Fazel, Maryam; Boyd, Stephen: Portfolio optimization with linear and fixed transaction costs (2007)
  9. Watson, G.Alistair: Fitting enclosing cylinders to data in $\mathbb R^n$ (2006)
  10. Lobo, Miguel Sousa; Vandenberghe, Lieven; Boyd, Stephen; Lebret, Hervé: Applications of second-order cone programming (1998)