Function Socp

Solves a pair of primal and dual SOCPs minimize c'*x subject to Gl*x + sl = hl Gq[k]*x + sq[k] = hq[k], k = 0, ..., N-1 A*x = b sl >= 0, sq[k] >= 0, k = 0, ..., N-1 maximize -hl'*z - sum_k hq[k]'*zq[k] - b'*y subject to Gl'*zl + sum_k Gq[k]'*zq[k] + A'*y + c = 0 zl >= 0, zq[k] >= 0, k = 0

(c, Gl, hl, A, b *matrix.FloatMatrix, Ghq *sets.FloatMatrixSet, solopts *SolverOptions,
	primalstart, dualstart *sets.FloatMatrixSet)