karanveerm/SCS.jl — pull request #4 by joehuchette (2014-11-14 09:21:34+00:00)
Title: WIP: update MPB conic interface

Updates SCS to use the new conic interface, where variables as well as constraints can live in arbitrary cones. Passes the conic tests, but those don't really strain the new constraint cone code, hence the WIP. I'm also unsure about the performance penalty of the interface, as there's a lot of concatenation of sparse matrices going on (probably worth some benchmarking...)