ECOS: An SOCP solver for embedded systems

In this paper, we describe the embedded conic solver (ECOS), an interior-point solver for second-order cone programming (SOCP) designed specifically for embedded applications. ECOS is written in low footprint, single-threaded, library-free ANSI-C and so runs on most embedded platforms. The main interior-point algorithm is a standard primal-dual Mehrotra predictor-corrector method with Nesterov-Todd scaling and self-dual embedding, with search directions found via a symmetric indefinite KKT system, chosen to allow stable factorization with a fixed pivoting order. The indefinite system is solved using Davis' SparseLDL package, which we modify by adding dynamic regularization and iterative refinement for…