API

Loosely speaking, SCS takes data \(P, A, b, c, \mathcal{K}\) and produces primal-dual optimal points \((x^\star, y^\star, s^\star)\) or a certificate of primal or dual Certificate of infeasibility. The supported cones are documented here. The input format for the data matrices is documented here. The behavior of SCS is controlled by the settings. As well as the solution, SCS also returns information about the solve process and a status exit flag.

Interfaces

SCS is written in raw C code, with interfaces for several other languages.

C/C++

Python

MATLAB

Julia

R