ECOS swMATH ID: 12123 Software Authors: Alexander Domahidi, Eric Chu, Santiago Akle, Han Wang Description: ECOS is an open-source numerical software package for solving optimization problems with second-order cone constraints (SOCPs). This includes linear (LPs), quadratic (QPs), and quadratically-constrained quadratic programs (QCQPs). ECOS also supports a small number of binary or integer variables by employing a simple branch and bound technique. ECOS is written entirely in ANSI C and does not depend on dedicated libraries for the required linear algebra computations operating on the (sparse) problem data. As a consequence, it can be used to solve optimization problems on any embedded system for which a C-compiler is available. The implemented solution algorithm is an interior-point method that is an efficient standard algorithm for solving convex optimization problems. It uses regularization and iterative refinement techniques to be numerically robust. The solution methods have been developed in cooperation with Prof. Stephen Boyd of Stanford University. A number of helpful contributors have provided interfaces to the following programming and modeling languages: CVX (Michael Grant), YALMIP (Johan Löfberg), Julia (João Felipe Santos, Iain Dunning, Anthony Kelman) Homepage: https://www.embotech.com/ECOS Related Software: CVXPY; Mosek; SCS; SeDuMi; CVXGEN; YALMIP; CVX; GitHub; Matlab; CVXOPT; Gurobi; OSQP; SDPT3; Python; CPLEX; SPOTless; CVXR; qpOASES; Ipopt; Julia Cited in: 56 Publications all top 5 Cited by 131 Authors 12 Boyd, Stephen Poythress 4 Moehle, Nicholas 3 Diamond, Steven 3 Lindström, Erik 3 Madsen, Henrik O. 3 Nystrup, Peter 2 Aguilera-Morillo, M. Carmen 2 Ahmadi, Amir Ali 2 Bemporad, Alberto 2 Bienstock, Daniel 2 Chandrasekaran, Venkat 2 Escobar, Mauro 2 Gentile, Claudio 2 Harris, Matthew W. 2 Hütter, Jan-Christian 2 Kolmanovsky, Ilya V. 2 Liao-McPherson, Dominic 2 Liberti, Leo 2 Lillo, Rosa Elvira 2 Majumdar, Anirudha 2 Mao, Cheng 2 Mullin, Tim J. 2 Murray, Riley 2 Rigollet, Philippe 2 Robeva, Elina 2 Safarina, Sena 2 Stellato, Bartolomeo 2 Wierman, Adam 2 Yamashita, Makoto 1 Açıkmeşe, Behçet 1 Albin, Thivaharan 1 Andersen, Erling D. 1 Ang, Andrew 1 Angeris, Guillermo 1 Anjos, Miguel F. 1 Bai, Shuliang 1 Baldi, Simone 1 Banjac, Goran 1 Barratt, Shane 1 Berk, Emre 1 Bertsimas, Dimitris John 1 Bien, Jacob 1 Bouza-Allende, Gemayqzel 1 Busseti, Enzo 1 Calès, Ludovic 1 Capatti, Zeno 1 Chalkis, Apostolos 1 Coey, Chris 1 Dahl, Joachim 1 Defourny, Boris 1 Diehl, Moritz Mathias 1 Emiris, Ioannis Z. 1 Fawzi, Hamza 1 Fedkiw, Ronald P. 1 Fisikopoulos, Vissarion 1 Frey, Jonathan 1 Frison, Gianluca 1 Fu, Anqi 1 Gaynanova, Irina 1 Geng, Zhenglin 1 Goulart, Paul J. 1 Grün, Bettina 1 Gürler, Ülkü 1 Hallac, David 1 Hirschi, Valentin 1 Hirshberg, David A. 1 Hornik, Kurt 1 Jansson, Olli 1 Jarre, Florian 1 Kariotoglou, Nikolaos 1 Kermanschah, Dario 1 Kian, Ramez 1 Kochenderfer, Mykel J. 1 Kosmatopoulos, Elias B. 1 Kouzoupis, Dimitris 1 Kroer, Christian 1 Kunhippurayil, Sheril 1 Lai, Xin 1 Laria, Juan C. 1 Lederer, Johannes 1 Lesage-Landry, Antoine 1 Leskovec, Jure 1 Lieder, Felix 1 Lin, Yong 1 Lipp, Thomas 1 Liu, Xinfu 1 Lodi, Andrea 1 Lubin, Miles 1 Luo, Zhi-Quan 1 Lygeros, John 1 Margellos, Kostas 1 Mayne, David Q. 1 McKinnon, Karen A. 1 Mendez-Civieta, Alvaro 1 Moriguchi, Satoko 1 Moursi, Walaa M. 1 Müller, Christian L. 1 Nicotra, Marco M. 1 Novoselnik, Branimir 1 Papachristodoulou, Antonis ...and 31 more Authors all top 5 Cited in 32 Serials 5 Automatica 5 Journal of Optimization Theory and Applications 5 Mathematical Programming Computation 3 Optimization Letters 2 Systems & Control Letters 2 Annals of Operations Research 2 INFORMS Journal on Computing 2 Optimization and Engineering 2 Quantitative Finance 2 Foundations of Computational Mathematics 2 Journal of Machine Learning Research (JMLR) 2 Journal of Computational and Graphical Statistics 1 Discrete Applied Mathematics 1 International Journal of Control 1 Journal of Computational Physics 1 Physica A 1 The Annals of Statistics 1 Operations Research 1 Operations Research Letters 1 Computational Statistics 1 Mathematical Programming. Series A. Series B 1 Computational Optimization and Applications 1 Bernoulli 1 Optimization Methods & Software 1 Journal of High Energy Physics 1 4OR 1 Advances in Data Analysis and Classification. ADAC 1 Nonlinear Analysis. Hybrid Systems 1 Electronic Journal of Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Statistics and Computing 1 SIAM Journal on Applied Algebra and Geometry all top 5 Cited in 16 Fields 35 Operations research, mathematical programming (90-XX) 10 Systems theory; control (93-XX) 8 Statistics (62-XX) 7 Numerical analysis (65-XX) 7 Computer science (68-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 2 Algebraic geometry (14-XX) 2 Convex and discrete geometry (52-XX) 1 General and overarching topics; collections (00-XX) 1 (04-XX) 1 Field theory and polynomials (12-XX) 1 Operator theory (47-XX) 1 Probability theory and stochastic processes (60-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year