Julia wrapper for the ECOS second-order cone problem (SOCP) interior-point solver.
ECOS.jl will automatically setup the ECOS solver itself:
- On Linux it will build from source
- OS X and Windows it will download a binary.
The package exports the functions setup, solve, and cleanup. It provides but does not export ECOS_ver. Function arguments are extensively documented in the source, and an example usage is in test/direct.jl.
ECOS.jl also supports the MathProgBase standard interface. In particular it can be used to solve linear programs using loadproblem! (see test/mpb_lin.jl) and SOCPs through loadconicproblem! (see test/mpb_conic.jl). ECOS can be used as a solver with JuMP and in the near future CVX.jl.
ECOS.jl is licensed under the MIT License (see LICENSE.md) but ECOS itself is GPL v3.