alfonso: ALgorithm FOr Non-Symmetric Optimization. A fast, open-source Matlab solver for conic optimization. alfonso is an open-source (Octave-compatible) Matlab package for solving convex optimization problems in conic form. It enables optimization over any convex cone as long as a suitable barrier is available for either the cone or its dual. This includes many nonsymmetric cones, for example, hyperbolicity cones and their duals (such as sum-of-squares cones), semidefinite and second-order cone representable cones, power cones, and the exponential cone. It also offers performance advantages for problems whose symmetric cone programming representation requires a large number of auxiliary variables or has a special structure that can be exploited in the barrier computation.
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References in zbMATH (referenced in 1 article , 1 standard article )
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