cccp: Cone Constrained Convex Problems
Version 0.2-4

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see for more information).

Browse man pages Browse package API and functions Browse package files

AuthorBernhard Pfaff [aut, cre], Lieven Vandenberghe [cph] (copyright holder of cvxopt), Martin Andersen [cph] (copyright holder of cvxopt), Joachim Dahl [cph] (copyright holder of cvxopt)
Date of publication2015-02-10 10:39:33
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 3)
Version0.2-4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("cccp")

Man pages

cccp: Solving linear and quadratic programs with cone constraints
CPD-class: Class '"CPD"'
cps: Solving a convex program
ctrl: Creating objects of reference-class CTRL
dcp: Creating a member object of the reference-class 'DCP'
dlp: Creating a member object of the reference-class 'DLP'
dnl: Creating a member object of the reference-class 'DNL'
dqp: Creating a member object of the reference-class 'DQP'
getFoo: Extractor methods for reference class objects
gp: Geometric program
l1: Minimizing L1-norm
nlfc: Definition of nonlinear inequality constraints
nnoc: Definition of linear inequality constraints
psdc: Definition of positive semidefinite cone inequality...
Rcpp_CONEC-class: Class '"Rcpp_CONEC"'
Rcpp_CPG-module: Rcpp module: CPG
Rcpp_CPS-class: Class '"Rcpp_CPS"'
Rcpp_CTRL-class: Class '"Rcpp_CTRL"'
Rcpp_DCP-class: Class '"Rcpp_DCP"'
Rcpp_DLP-class: Class '"Rcpp_DLP"'
Rcpp_DNL-class: Class '"Rcpp_DNL"'
Rcpp_DQP-class: Class '"Rcpp_DQP"'
Rcpp_PDV-class: Class '"Rcpp_PDV"'
rp: Risk-parity optimization
socc: Definition of second-oder cone inequality constraints

Functions

CONEC Man page
CPD-class Man page
CPG Man page
CPS Man page
CTRL Man page
DCP Man page
DLP Man page
DNL Man page
DQP Man page
PDV Man page
Rcpp_CONEC-class Man page
Rcpp_CPS-class Man page
Rcpp_CTRL-class Man page
Rcpp_DCP-class Man page
Rcpp_DLP-class Man page
Rcpp_DNL-class Man page
Rcpp_DQP-class Man page
Rcpp_PDV-class Man page
cccp Man page Source code
cps Man page
cps,Rcpp_DCP,Rcpp_CTRL-method Man page
cps,Rcpp_DLP,Rcpp_CTRL-method Man page
cps,Rcpp_DNL,Rcpp_CTRL-method Man page
cps,Rcpp_DQP,Rcpp_CTRL-method Man page
ctrl Man page Source code
dcp Man page Source code
dlp Man page Source code
dnl Man page Source code
dqp Man page Source code
getniter Man page
getniter,Rcpp_CPS-method Man page
getparams Man page
getparams,Rcpp_CTRL-method Man page
gets Man page
gets,Rcpp_CPS-method Man page
gets,Rcpp_PDV-method Man page
getstate Man page
getstate,Rcpp_CPS-method Man page
getstatus Man page
getstatus,Rcpp_CPS-method Man page
getx Man page
getx,Rcpp_CPS-method Man page
getx,Rcpp_PDV-method Man page
gety Man page
gety,Rcpp_CPS-method Man page
gety,Rcpp_PDV-method Man page
getz Man page
getz,Rcpp_CPS-method Man page
getz,Rcpp_PDV-method Man page
gp Man page Source code
gpp Man page
l1 Man page Source code
nlfc Man page Source code
nnoc Man page Source code
psdc Man page Source code
rp Man page Source code
rpp Man page
socc Man page Source code

Files

inst
inst/unitTests
inst/unitTests/runit.acnt.R
inst/unitTests/runit.qpic.R
inst/unitTests/runit.lpic.R
inst/unitTests/runit.qpec.R
inst/unitTests/runit.gp.R
inst/unitTests/runit.sdp.R
inst/unitTests/runit.fpln.R
inst/unitTests/runit.qpqc.R
inst/unitTests/runTests.R
inst/unitTests/runit.lpcc.R
inst/unitTests/runit.socp.R
inst/include
inst/include/CPG.h
inst/include/cccp.h
tests
tests/doRUnit.R
src
src/RPP.cpp
src/Makevars
src/DCP.cpp
src/DNL.cpp
src/DLP.cpp
src/CONEC.cpp
src/DQP.cpp
src/GPP.cpp
src/Makevars.win
src/Modules.cpp
src/SOPS.cpp
NAMESPACE
demo
demo/L1.R
demo/QPUC.R
demo/LPIC.R
demo/QPIC.R
demo/QPQC.R
demo/00Index
demo/LPCC.R
demo/ACNT.R
demo/SOCP.R
demo/QPEC.R
demo/GP.R
demo/FPLN.R
demo/SDP.R
R
R/nlfc.R
R/AllGenerics.R
R/gp.R
R/psdc.R
R/nnoc.R
R/l1.R
R/rp.R
R/cccp.R
R/dcp.R
R/dnl.R
R/dqp.R
R/dlp.R
R/socc.R
R/zzz.R
R/ctrl.R
MD5
DESCRIPTION
man
man/dlp.Rd
man/socc.Rd
man/dqp.Rd
man/Rcpp_CONEC-class.Rd
man/gp.Rd
man/getFoo.Rd
man/rp.Rd
man/cccp.Rd
man/Rcpp_CPS-class.Rd
man/l1.Rd
man/Rcpp_DCP-class.Rd
man/Rcpp_CTRL-class.Rd
man/ctrl.Rd
man/nlfc.Rd
man/cps.Rd
man/psdc.Rd
man/Rcpp_PDV-class.Rd
man/Rcpp_CPG-module.Rd
man/dcp.Rd
man/Rcpp_DLP-class.Rd
man/nnoc.Rd
man/Rcpp_DQP-class.Rd
man/dnl.Rd
man/Rcpp_DNL-class.Rd
man/CPD-class.Rd
cccp documentation built on May 29, 2017, 6:40 p.m.