Convex.jl is a package in julia for solving Disciplined Convex Programs. The R package convexjulia is a convenient way to use Convex.jl from R. For more on Convex.jl, see the paper Udell, M., Mohan, K., Zeng, D., Hong, J., Diamond, S., & Boyd, S. (2014). "Convex optimization in Julia. In Proceedings of the 1st First Workshop for High Performance Technical Computing in Dynamic Languages" (pp. 18-28). IEEE Press.
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