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SCS (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, programs via the linked
interfaces. It can also be called as a solver from convex optimization toolboxes
CVX (3.0 or later), CVXPY, Convex.jl, and Yalmip.
WWW: https://github.com/cvxgrp/scs
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