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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article , 1 standard article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Dávid Papp, Sercan Yıldız: alfonso: Matlab package for nonsymmetric conic optimization (2021) arXiv