Module for defining and solving convex programs.

The module contains the following items: classes:

- CONEC
Class for inequality (cone) constraints.

- CTRL
Class for control parameters used in optimizations.

- PDV
Class for primal/dual variables.

- DCP
Class for definition of convex programs.

- DLP
Class for definition of linear programs.

- DNL
Class for definition of linear programs with non-linear constraints.

- DQP
Class for definition of quadratic programs.

- CPS
Class for solution of convex programs.

functions:

- rpp
Function for solving risk parity portfolios.

- gpp
Function for solving a geometric program.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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