Conic Optimization using Linear Approximation
Cola (Conic Optimization with Linear Approximation) Soco (Second Order Conic Optimization)
Cola is a solver to solve SOCO problems. It can be used as a standalone solver or as a library. Developed by Aykut Bulut and his advisor Ted Ralphs. Conceptual desing is inspired by Aykut's commitee, Pietro Belotti, Julio C. Goez, Tamas Terlaky, Ted Ralphs and Luis Zuluaga.
How to use cola:
It is pretty straightforward. Cola do not except any options for now. Cola solves a conic mps file given as an argument.
See INSTALL file.