anqif/CVXR: Disciplined Convex Optimization

An object-oriented modeling language for disciplined convex programming (DCP). 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.

Getting started

Package details

Maintainer
LicenseApache License 2.0 | file LICENSE
Version0.99-2
URL https://cvxr.rbind.io https://anqif.github.io/CVXR
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("anqif/CVXR")
anqif/CVXR documentation built on Nov. 6, 2018, 4:52 a.m.