ECOSolveR: Embedded Conic Solver in R

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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.

Author
Anqi Fu [aut], Balasubramanian Narasimhan [aut, cre]
Date of publication
2015-11-27 08:53:08
Maintainer
Balasubramanian Narasimhan <naras@stat.Stanford.EDU>
License
GPL (>= 3)
Version
0.2
URLs

View on CRAN

Man pages

ecos.control
Return the default optimization parameters for ECOS
ECOS_csolve
Solve a conic optimization problem
ECOSolveR
ECOSolveR: Embedded Conic Solver in R

Files in this package

ECOSolveR
ECOSolveR/inst
ECOSolveR/inst/misc
ECOSolveR/inst/misc/MPC01.rds
ECOSolveR/inst/INSTALL
ECOSolveR/inst/doc
ECOSolveR/inst/doc/examples.html
ECOSolveR/inst/doc/examples.Rmd
ECOSolveR/inst/doc/examples.R
ECOSolveR/configure.ac
ECOSolveR/tests
ECOSolveR/tests/testthat.R
ECOSolveR/tests/testthat
ECOSolveR/tests/testthat/test-bb.R
ECOSolveR/src
ECOSolveR/src/ecos
ECOSolveR/src/ecos/Makefile
ECOSolveR/src/ecos/COPYING
ECOSolveR/src/ecos/ecos.mk
ECOSolveR/src/ecos/src
ECOSolveR/src/ecos/src/wright_omega.c
ECOSolveR/src/ecos/src/preproc.c
ECOSolveR/src/ecos/src/kkt.c
ECOSolveR/src/ecos/src/cone.c
ECOSolveR/src/ecos/src/ctrlc.c
ECOSolveR/src/ecos/src/timer.c
ECOSolveR/src/ecos/src/runecos_exp.c
ECOSolveR/src/ecos/src/splamm.c
ECOSolveR/src/ecos/src/spla.c
ECOSolveR/src/ecos/src/expcone.c
ECOSolveR/src/ecos/src/ecos.c
ECOSolveR/src/ecos/src/runecos.c
ECOSolveR/src/ecos/src/equil.c
ECOSolveR/src/ecos/ecos-unix.mk
ECOSolveR/src/ecos/ecos-win.mk
ECOSolveR/src/ecos/README.md
ECOSolveR/src/ecos/ecos.ts
ECOSolveR/src/ecos/vstudio
ECOSolveR/src/ecos/vstudio/ECOS.sln
ECOSolveR/src/ecos/vstudio/ECOS
ECOSolveR/src/ecos/vstudio/ECOS/ECOS.vcxproj.user
ECOSolveR/src/ecos/vstudio/ECOS/ECOS.vcxproj.filters
ECOSolveR/src/ecos/vstudio/ECOS/ECOS.vcxproj
ECOSolveR/src/ecos/vstudio/RUNECOSEXP
ECOSolveR/src/ecos/vstudio/RUNECOSEXP/RUNECOSEXP.vcxproj
ECOSolveR/src/ecos/vstudio/ECOS.v11.suo
ECOSolveR/src/ecos/vstudio/RUNECOS
ECOSolveR/src/ecos/vstudio/RUNECOS/RUNECOS.vcxproj
ECOSolveR/src/ecos/vstudio/RUNECOS/RUNECOS.vcxproj.filters
ECOSolveR/src/ecos/vstudio/LDL
ECOSolveR/src/ecos/vstudio/LDL/LDL.vcxproj
ECOSolveR/src/ecos/vstudio/LDL/LDL.vcxproj.filters
ECOSolveR/src/ecos/vstudio/AMD
ECOSolveR/src/ecos/vstudio/AMD/AMD.vcxproj.filters
ECOSolveR/src/ecos/vstudio/AMD/AMD.vcxproj
ECOSolveR/src/ecos/test
ECOSolveR/src/ecos/test/minunit.h
ECOSolveR/src/ecos/test/infeasibleProblems
ECOSolveR/src/ecos/test/infeasibleProblems/infeasible1.h
ECOSolveR/src/ecos/test/infeasibleProblems/infeasible2.h
ECOSolveR/src/ecos/test/bb_test.c
ECOSolveR/src/ecos/test/generated
ECOSolveR/src/ecos/test/generated/inv_pos
ECOSolveR/src/ecos/test/generated/inv_pos/inv_pos.h
ECOSolveR/src/ecos/test/generated/inv_pos/inv_pos.c
ECOSolveR/src/ecos/test/generated/qcml_utils.c
ECOSolveR/src/ecos/test/generated/sum_sq
ECOSolveR/src/ecos/test/generated/sum_sq/sum_sq.c
ECOSolveR/src/ecos/test/generated/sum_sq/sum_sq.h
ECOSolveR/src/ecos/test/generated/norm
ECOSolveR/src/ecos/test/generated/norm/norm.h
ECOSolveR/src/ecos/test/generated/norm/norm.c
ECOSolveR/src/ecos/test/generated/quad_over_lin
ECOSolveR/src/ecos/test/generated/quad_over_lin/quad_over_lin.c
ECOSolveR/src/ecos/test/generated/quad_over_lin/quad_over_lin.h
ECOSolveR/src/ecos/test/generated/qcml_utils.h
ECOSolveR/src/ecos/test/generated/generated_tests.h
ECOSolveR/src/ecos/test/generated/sq_norm
ECOSolveR/src/ecos/test/generated/sq_norm/sq_norm.c
ECOSolveR/src/ecos/test/generated/sq_norm/sq_norm.h
ECOSolveR/src/ecos/test/README.md
ECOSolveR/src/ecos/test/exponential
ECOSolveR/src/ecos/test/exponential/num_err.h
ECOSolveR/src/ecos/test/exponential/log_ax_x.h
ECOSolveR/src/ecos/test/exponential/random_infeasible.h
ECOSolveR/src/ecos/test/exponential/random_feasible.h
ECOSolveR/src/ecos/test/exponential/random_unbounded.h
ECOSolveR/src/ecos/test/MPC
ECOSolveR/src/ecos/test/MPC/MPC02.h
ECOSolveR/src/ecos/test/MPC/MPC01.h
ECOSolveR/src/ecos/test/feasibilityProblems
ECOSolveR/src/ecos/test/feasibilityProblems/feas.h
ECOSolveR/src/ecos/test/emptyProblem
ECOSolveR/src/ecos/test/emptyProblem/emptyProblem.h
ECOSolveR/src/ecos/test/ecostester.c
ECOSolveR/src/ecos/test/cvxpyProblems
ECOSolveR/src/ecos/test/cvxpyProblems/githubIssue98.h
ECOSolveR/src/ecos/test/matlab
ECOSolveR/src/ecos/test/matlab/test_inv_pos.m
ECOSolveR/src/ecos/test/matlab/test_portfolio.m
ECOSolveR/src/ecos/test/matlab/lp_netlib_lp_tests.m
ECOSolveR/src/ecos/test/matlab/RUN_ALL_TESTS.m
ECOSolveR/src/ecos/test/matlab/test_box_volume.m
ECOSolveR/src/ecos/test/unboundedProblems
ECOSolveR/src/ecos/test/unboundedProblems/unboundedLP1.h
ECOSolveR/src/ecos/test/unboundedProblems/unboundedMaxSqrt.h
ECOSolveR/src/ecos/test/LPnetlib
ECOSolveR/src/ecos/test/LPnetlib/lp_afiro.h
ECOSolveR/src/ecos/test/LPnetlib/lp_bandm.h
ECOSolveR/src/ecos/test/LPnetlib/lp_adlittle.h
ECOSolveR/src/ecos/test/LPnetlib/lp_agg2.h
ECOSolveR/src/ecos/test/LPnetlib/lp_blend.h
ECOSolveR/src/ecos/test/LPnetlib/lp_bnl1.h
ECOSolveR/src/ecos/test/LPnetlib/lp_agg.h
ECOSolveR/src/ecos/test/LPnetlib/lp_beaconfd.h
ECOSolveR/src/ecos/test/LPnetlib/lp_agg3.h
ECOSolveR/src/ecos/test/LPnetlib/lp_25fv47.h
ECOSolveR/src/ecos/test/qcml
ECOSolveR/src/ecos/test/qcml/README.md
ECOSolveR/src/ecos/test/qcml/simple_tests.py
ECOSolveR/src/ecos/__.SYMDEF
ECOSolveR/src/ecos/external
ECOSolveR/src/ecos/external/amd
ECOSolveR/src/ecos/external/amd/Makefile
ECOSolveR/src/ecos/external/amd/src
ECOSolveR/src/ecos/external/amd/src/amd_global.c
ECOSolveR/src/ecos/external/amd/src/amd_aat.c
ECOSolveR/src/ecos/external/amd/src/amd_info.c
ECOSolveR/src/ecos/external/amd/src/amd_preprocess.c
ECOSolveR/src/ecos/external/amd/src/amd_postorder.c
ECOSolveR/src/ecos/external/amd/src/amd_control.c
ECOSolveR/src/ecos/external/amd/src/amd_order.c
ECOSolveR/src/ecos/external/amd/src/amd_dump.c
ECOSolveR/src/ecos/external/amd/src/amd_defaults.c
ECOSolveR/src/ecos/external/amd/src/amd_valid.c
ECOSolveR/src/ecos/external/amd/src/amd_1.c
ECOSolveR/src/ecos/external/amd/src/amd_2.c
ECOSolveR/src/ecos/external/amd/src/amd_post_tree.c
ECOSolveR/src/ecos/external/amd/README.txt
ECOSolveR/src/ecos/external/amd/include
ECOSolveR/src/ecos/external/amd/include/amd.h
ECOSolveR/src/ecos/external/amd/include/amd_internal.h
ECOSolveR/src/ecos/external/ldl
ECOSolveR/src/ecos/external/ldl/Makefile
ECOSolveR/src/ecos/external/ldl/src
ECOSolveR/src/ecos/external/ldl/src/ldl.c
ECOSolveR/src/ecos/external/ldl/README.txt
ECOSolveR/src/ecos/external/ldl/include
ECOSolveR/src/ecos/external/ldl/include/ldl.h
ECOSolveR/src/ecos/external/SuiteSparse_config
ECOSolveR/src/ecos/external/SuiteSparse_config/SuiteSparse_config.h
ECOSolveR/src/ecos/ecos_bb
ECOSolveR/src/ecos/ecos_bb/ecos_bb_preproc.c
ECOSolveR/src/ecos/ecos_bb/ecos_bb.c
ECOSolveR/src/ecos/README.pdf
ECOSolveR/src/ecos/include
ECOSolveR/src/ecos/include/wright_omega.h
ECOSolveR/src/ecos/include/glblopts.h
ECOSolveR/src/ecos/include/equil.h
ECOSolveR/src/ecos/include/ecos_bb.h
ECOSolveR/src/ecos/include/spla.h
ECOSolveR/src/ecos/include/timer.h
ECOSolveR/src/ecos/include/kkt.h
ECOSolveR/src/ecos/include/ctrlc.h
ECOSolveR/src/ecos/include/data.h
ECOSolveR/src/ecos/include/splamm.h
ECOSolveR/src/ecos/include/expcone.h
ECOSolveR/src/ecos/include/ecos.h
ECOSolveR/src/ecos/include/cone.h
ECOSolveR/src/Makevars.in
ECOSolveR/src/ecosolve.c
ECOSolveR/src/Makevars.win
ECOSolveR/NAMESPACE
ECOSolveR/R
ECOSolveR/R/ecos.R
ECOSolveR/R/ECOSolveR.R
ECOSolveR/R/firstlib.R
ECOSolveR/vignettes
ECOSolveR/vignettes/examples.Rmd
ECOSolveR/README.md
ECOSolveR/MD5
ECOSolveR/build
ECOSolveR/build/vignette.rds
ECOSolveR/DESCRIPTION
ECOSolveR/configure
ECOSolveR/man
ECOSolveR/man/ecos.control.Rd
ECOSolveR/man/ECOS_csolve.Rd
ECOSolveR/man/ECOSolveR.Rd
ECOSolveR/cleanup