C package that solves convex cone problems via operator splitting
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scs.mk

README.md

This is a special matrix-free version of SCS. See these papers for further details on matrix-free solvers.

Using matrix-free scs in Python

To create the Python interface, the following lines of code should work:

cd <scs-directory>/python
python setup.py install

You may need sudo privileges for a global installation.

After installing the scs interface, you must import the module with

import mat_free_scs

Matrix-free SCS can only be called via CVXPY.