anqif/CVXR: Disciplined Convex Optimization

An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

Getting started

Package details

LicenseApache License 2.0 | file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
anqif/CVXR documentation built on Sept. 29, 2020, 10:34 a.m.