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chriscoey authored Sep 29, 2018
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# Alfonso.jl
(under construction) unofficial Julia re-implementation of alfonso (ALgorithm FOr Non-Symmetric Optimization), originally by D. Papp and S. Yıldız: https://github.com/dpapp-github/alfonso
# Hypatia.jl

only works on Julia v0.7+
Under construction. Only works on Julia v0.7+.

solves a pair of primal and dual cone programs
An interior point solver for general convex conic optimization problems. An extension of methods in [CVXOPT](https://github.com/cvxopt/cvxopt/blob/master/src/python/coneprog.py) and [Alfonso](https://github.com/dpapp-github/alfonso).

Solves a pair of primal and dual cone programs:

primal (over x,s):
```
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c + A'y + G'z == 0 (x)
z in K* (s)
```
where K is a convex cone defined as a Cartesian product of recognized primitive cones, and K* is its dual cone
where K is a convex cone defined as a Cartesian product of recognized primitive cones, and K* is its dual cone.

the primal-dual optimality conditions are
The primal-dual optimality conditions are:
```
b - Ax == 0
h - Gx == s
c + A'y + G'z == 0
s'z == 0
s in K
z in K*
```
```

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