CVXR (1.0-1)

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Disciplined Convex Optimization.

https://github.com/cvxgrp/CVXR
https://cvxr.rbind.io
https://www.cvxgrp.org/CVXR/
http://cran.r-project.org/web/packages/CVXR

An object-oriented modeling language for disciplined convex programming (DCP). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution.

Maintainer: Anqi Fu
Author(s): Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

License: Apache License 2.0 | file LICENSE

Uses: bit64, ECOSolveR, gmp, Matrix, osqp, R6, Rcpp, Rmpfr, scs, nnls, Rcplex, Rglpk, slam, testthat, rmosek, knitr, rmarkdown, covr
Reverse depends: tramnet
Reverse suggests: portfolioBacktest, spectralGraphTopology, updog

Released about 1 month ago.


10 previous versions

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Visit CVXR on R Graphical Manual.