CVXR
Disciplined Convex Optimization
An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). 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. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.
- Version1.0-15
- R versionunknown
- LicenseApache License 2.0
- LicenseLICENSE
- Needs compilation?Yes
- CVXR citation info
- Last release11/07/2024
Documentation
Team
Anqi Fu
Balasubramanian Narasimhan
Show author detailsRolesAuthorDavid W Kang
Show author detailsRolesAuthorSteven Diamond
Show author detailsRolesAuthorJohn Miller
Show author detailsRolesAuthorStephen Boyd
Show author detailsRolesContributorPaul Kunsberg Rosenfield
Show author detailsRolesContributor
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Dependencies
- Imports9 packages
- Enhances5 packages
- Suggests6 packages
- Linking To2 packages
- Reverse Depends2 packages
- Reverse Imports27 packages
- Reverse Suggests7 packages
- Reverse Enhances1 package