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README.md

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This is a Julia implementation of the _Conic operator splitting method_ (COSMO) solver. It can solve large convex conic optimization problems of the following form:
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<p align="center">
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<img src="https://latex.codecogs.com/gif.latex?\begin{array}{ll}&space;\mbox{minimize}&space;&&space;\textstyle{\frac{1}{2}}x^\top&space;Px&space;&plus;&space;q^\top&space;x\\&space;\mbox{subject&space;to}&space;&&space;Ax&space;&plus;&space;s&space;=&space;b&space;\\&space;&&space;s&space;\in&space;\mathcal{K},&space;\end{array}" title="\begin{array}{ll} \mbox{minimize} & \textstyle{\frac{1}{2}}x^\top Px + q^\top x\\ \mbox{subject to} & Ax + s = b \\ & s \in \mathcal{C}, \end{array}"/>
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<img src="https://github.com/migarstka/COSMO_assets/blob/master/cosmo_format.png" width=220px>
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</p>
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with decision variables `x ϵ R^n`, `s ϵ R^m` and data matrices `P=P'>=0`, `q ϵ R^n`, `A ϵ R^(m×n)`, and `b ϵ R^m`. The convex set `K` is a composition of convex sets and cones.
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__For more information take a look at the COSMO.jl Documentation ([stable](https://oxfordcontrol.github.io/COSMO.jl/stable) | [dev](https://oxfordcontrol.github.io/COSMO.jl/dev)).__

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