cccp: Cone Constrained Convex Problems

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 <http://cvxopt.org> for more information).

Author
Bernhard 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 publication
2015-02-10 10:39:33
Maintainer
Bernhard Pfaff <bernhard@pfaffikus.de>
License
GPL (>= 3)
Version
0.2-4

View on CRAN

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

Files in this package

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