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The coptgsl code is intended as an extension to the gnu scientific library to solve standard convex optimization
problems. As of now, we have routines for linear programming, Rosen's Gradient Programming, Second Order cone
programming and two varieties of Semi-Definite Programming. The library makes extensive use of the GNU scientific
library, specifically for linear algebra and matrix/vector manipulation.

The library has been currently tested on a Linux installation. To build the library do
cd lib ; make ;

A set of example files are provided, demonstrating the use of the library. To build this
code, do
cd example ; make ;

Comments, suggestions to abheek.saha@gmail.com