QOCO is a C implementation of a primal-dual interior point method to solve second-order cone programs with quadratic objectives of the following form
$$
\begin{split}
\underset{x}{\text{minimize}}
\quad & \frac{1}{2}x^\top P x + c^\top x \\
\text{subject to}
\quad & Gx \preceq_\mathcal{C} h \\
\quad & Ax = b
\end{split}
$$
with optimization variable $x \in \mathbb{R}^n$ and problem data $P = P^\top \succeq 0$, $c \in \mathbb{R}^n$, $G \in \mathbb{R}^{m \times n}$, $h \in \mathbb{R}^m$, $A \in \mathbb{R}^{p \times n}$, $b \in \mathbb{R}^p$, and $\preceq_\mathcal{C}$
is an inequality with respect to cone $\mathcal{C}$, i.e. $h - Gx \in \mathcal{C}$. Cone $\mathcal{C}$ is the Cartesian product of the non-negative orthant and second-order cones, which can be expressed as
The Tidelift Subscription provides access to a continuously curated stream of human-researched and maintainer-verified data on open source packages and their licenses, releases, vulnerabilities, and development practices.