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.

Package details

AuthorAnqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
MaintainerAnqi Fu <anqif@alumni.stanford.edu>
LicenseApache License 2.0 | file LICENSE
Version1.0-14
URL https://cvxr.rbind.io https://www.cvxgrp.org/CVXR/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CVXR")

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CVXR documentation built on June 27, 2024, 5:11 p.m.