FDIPA-SOC: A MATLAB Package for Nonlinear Second-Order Cone Programs

Alfredo Canelas; Miguel Carrasco; Julio López; Esteban Paduro

doi:10.1007/s40314-025-03267-y

FDIPA-SOC: A MATLAB Package for Nonlinear Second-Order Cone Programs

Alfredo Canelas, Miguel Carrasco^*, Julio López, Esteban Paduro

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

This article introduces an open-source MATLAB package that implements an interior point algorithm for numerically finding the minimum of a Nonlinear Second-Order Cone Program (NSOCP). The implementation is based on the Feasible Direction Interior Point Algorithm for NSOCP (FDIPA-SOC). We have designed a user-friendly interface similar to MATLAB’s fmincon routine, and we will demonstrate how to utilize it by solving several examples of NSOCP found in the literature. Finally, we showcase an application to Machine Learning (Robust Support Vector Machine) using the software. To the best of our knowledge, this is the first open-source software made available to the scientific community for solving NSOCP.

Original language	English
Article number	305
Journal	Computational and Applied Mathematics
Volume	44
Issue number	6
DOIs	https://doi.org/10.1007/s40314-025-03267-y
State	Published - Sep 2025

Bibliographical note

Publisher Copyright:
© The Author(s) under exclusive licence to Sociedade Brasileira de Matemática Aplicada e Computacional 2025.

Keywords

Feasible direction
Interior-point methods
MATLAB Software Package
Nonlinear Second-order cone program

Access to Document

10.1007/s40314-025-03267-y

Cite this

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title = "FDIPA-SOC: A MATLAB Package for Nonlinear Second-Order Cone Programs",

abstract = "This article introduces an open-source MATLAB package that implements an interior point algorithm for numerically finding the minimum of a Nonlinear Second-Order Cone Program (NSOCP). The implementation is based on the Feasible Direction Interior Point Algorithm for NSOCP (FDIPA-SOC). We have designed a user-friendly interface similar to MATLAB{\textquoteright}s fmincon routine, and we will demonstrate how to utilize it by solving several examples of NSOCP found in the literature. Finally, we showcase an application to Machine Learning (Robust Support Vector Machine) using the software. To the best of our knowledge, this is the first open-source software made available to the scientific community for solving NSOCP.",

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doi = "10.1007/s40314-025-03267-y",

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T2 - A MATLAB Package for Nonlinear Second-Order Cone Programs

AU - Canelas, Alfredo

AU - Carrasco, Miguel

AU - López, Julio

AU - Paduro, Esteban

N1 - Publisher Copyright: © The Author(s) under exclusive licence to Sociedade Brasileira de Matemática Aplicada e Computacional 2025.

PY - 2025/9

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N2 - This article introduces an open-source MATLAB package that implements an interior point algorithm for numerically finding the minimum of a Nonlinear Second-Order Cone Program (NSOCP). The implementation is based on the Feasible Direction Interior Point Algorithm for NSOCP (FDIPA-SOC). We have designed a user-friendly interface similar to MATLAB’s fmincon routine, and we will demonstrate how to utilize it by solving several examples of NSOCP found in the literature. Finally, we showcase an application to Machine Learning (Robust Support Vector Machine) using the software. To the best of our knowledge, this is the first open-source software made available to the scientific community for solving NSOCP.

AB - This article introduces an open-source MATLAB package that implements an interior point algorithm for numerically finding the minimum of a Nonlinear Second-Order Cone Program (NSOCP). The implementation is based on the Feasible Direction Interior Point Algorithm for NSOCP (FDIPA-SOC). We have designed a user-friendly interface similar to MATLAB’s fmincon routine, and we will demonstrate how to utilize it by solving several examples of NSOCP found in the literature. Finally, we showcase an application to Machine Learning (Robust Support Vector Machine) using the software. To the best of our knowledge, this is the first open-source software made available to the scientific community for solving NSOCP.

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KW - Interior-point methods

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KW - Nonlinear Second-order cone program

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FDIPA-SOC: A MATLAB Package for Nonlinear Second-Order Cone Programs

Abstract

Bibliographical note

Keywords

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