ECOSolveR: Embedded Conic Solver in R

R interface to the Embedded COnic Solver (ECOS), an efficient and robust C library for convex problems. Conic and equality constraints can be specified in addition to integer and boolean variable constraints for mixed-integer problems. This R interface is inspired by the python interface and has similar calling conventions.

Package details

AuthorAnqi Fu [aut], Balasubramanian Narasimhan [aut, cre], Florian Schwendinger [ctb]
MaintainerBalasubramanian Narasimhan <naras@stat.Stanford.EDU>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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ECOSolveR documentation built on Nov. 6, 2019, 5:08 p.m.