CVXR: Disciplined Convex Optimization

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.

Package details

AuthorAnqi Fu [aut, cre], Balasubramanian Narasimhan [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
MaintainerAnqi Fu <[email protected]>
LicenseApache License 2.0 | file LICENSE
Version0.99-2
URL https://cvxr.rbind.io https://anqif.github.io/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 Nov. 6, 2018, 5:06 p.m.