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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.
Getting started
Browse package contents
Package details |
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| Author | Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb] |
| Maintainer | Anqi Fu <anqif@alumni.stanford.edu> |
| License | Apache License 2.0 | file LICENSE |
| Version | 1.0-14 |
| URL | https://cvxr.rbind.io https://www.cvxgrp.org/CVXR/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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