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 <firstname.lastname@example.org>|
|License||GPL (>= 3)|
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