SCS (splitting conic solver) is a numerical optimization package
for solving large-scale convex cone problems, based on our paper
Conic Optimization via Operator Splitting and Homogeneous Self-Dual
Embedding.
It is written in C and can be used in other C, C++, Python, Matlab,
R, Julia, and Ruby, programs via the linked interfaces.
It can also be called as a solver from convex optimization toolboxes
CVX (3.0 or later), CVXPY, Convex.jl, and Yalmip.