SCS (Splitting Conic Solver)
B. O'Donoghue, E. Chu, N. Parikh, and S. Boyd
SCS, the splitting conic solver, is a numerical optimization package for solving large-scale convex cone problems, based on our paper Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding. It is written in C and can be used in other C, C++, Python, Matlab, R, Julia, and Ruby programs via linked interfaces. It can also be called as a solver from convex optimization toolboxes CVX (3.0 or later), CVXPY, Convex.jl, and Yalmip.
SCS numerically solves convex cone programs using the alternating direction method of multipliers (ADMM). It returns solutions to both the primal and dual problems if the problem is feasible, or a certificate of infeasibility otherwise.
Note: this software package is mostly the work of and currently maintained by Brendan O’Donoghue.
Citation: B. O'Donoghue, E. Chu, N. Parikh, and S. Boyd. SCS (Splitting Conic Solver). GitHub, https://github.com/cvxgrp/scs, 2019.