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PDSCO
Primal-Dual Barrier Method for separable convex objectives,
handles linear constraints.
Main features
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The LSQR solver in the fast TOMLAB version, TLSQR, is used to solve the subproblems.
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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.
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More information available about PDSCO at the
Stanford
Systems Optimization Laboratory (SOL) pages.
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