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PDSCO

Primal-Dual Barrier Method for separable convex objectives, handles linear constraints.

Main features

  • The LSQR solver in the fast TOMLAB version, TLSQR, is used to solve the subproblems.
     
  • The TOMLAB PDSCO version is optimized for speed, and much faster than the free version distributed by SOL. It is also adapted to the Tomlab format.
     
  • More information available about PDSCO at the Stanford Systems Optimization Laboratory (SOL) pages.
     

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