cvx_optim: Solve optimization problem

In convexjlr: Disciplined Convex Programming in R using 'Convex.jl'

Description

cvx_optim solves optimization problem using Convex.jl.

Usage

cvx_optim(p, solver = c("SCS", "ECOS"), ...)

Arguments

p	optimization problem to be solved.
solver	convex problem solver to be used. Currently convexjlr supports SCS and ECOS, with SCS solver as the default.
...	the optional solver options, like the maximal iteration times. For the solver options, you can see http://www.cvxpy.org/tutorial/advanced/index.html#setting-solver-options for reference.

Value

status of optimized problem.

Examples

## Not run: 
    convex_setup()
    x <- Variable()
    b <- 1
    p <- minimize(sum((x - b) ^ 2))
    cvx_optim(p)

## End(Not run)

convexjlr documentation built on May 2, 2019, 5:28 a.m.