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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
