CRAN/E | CVXR

CVXR

Disciplined Convex Optimization

Installation

About

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.

Citation CVXR citation info
cvxr.rbind.io
www.cvxgrp.org/CVXR/
Bug report File report

Key Metrics

Version 1.0-13
R ≥ 3.4.0
Published 2024-06-01 48 days ago
Needs compilation? yes
License Apache License 2.0
License File
CRAN checks CVXR results

Downloads

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Maintainer

Maintainer

Anqi Fu

Authors

Anqi Fu

aut / cre

Balasubramanian Narasimhan

aut

David W Kang

aut

Steven Diamond

aut

John Miller

aut

Stephen Boyd

ctb

Paul Kunsberg Rosenfield

ctb

Material

README
NEWS
Reference manual
Package source

In Views

Optimization

Additional repos

bnaras.github.io/drat

Vignettes

Disciplined Convex Optimization
version1

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CVXR archive

Depends

R ≥ 3.4.0

Imports

methods
R6
Matrix
Rcpp ≥ 0.12.12
bit64
gmp
Rmpfr
ECOSolveR ≥ 0.5.4
scs ≥ 3.0
stats
osqp

Suggests

knitr
rmarkdown
testthat
nnls
slam
covr

Enhances

Rcplex
gurobi
rcbc
cccp
Rmosek
Rglpk

LinkingTo

Rcpp
RcppEigen

Reverse Depends

GhostKnockoff
tramnet

Reverse Imports

ANCOMBC
CopSens
DebiasInfer
DiSCos
ecpc
filling
finbipartite
fungible
graphicalExtremes
kantorovich
LavaCvxr
MaximinInfer
PlackettLuce
PlaneGeometry
Rdimtools
Riemann
RobustIV
scpi
SIHR
SLSEdesign
T4transport
wdnet
WRI

Reverse Suggests

EpiForsk
fairml
glmmrOptim
portfolioBacktest
spectralGraphTopology

Reverse Enhances

starnet
transreg