Monday, February 20, 2012

Feature update in the R to MOSEK interface

A new version of the Rmosek package is available. The new features are:
  • support for separable convex optimization,
  • new methods to formulate quadratic programs on conic quadratic form,
  • and a simplified installation process.
Furthermore, a change in input format regarding bounds and cones have been made to decrease the time it takes to construct large problems. Please see the NEWS file for details.