CVXR-package {CVXR} | R Documentation |

## CVXR: Disciplined Convex Optimization in R

### Description

CVXR is an R package that provides an object-oriented modeling
language for convex optimization, similar to CVX, CVXPY, YALMIP,
and Convex.jl. This domain specific language (DSL) allows the user
to formulate convex optimization problems in a natural mathematical
syntax rather than the restrictive standard form required by most
solvers. The user specifies an objective and set of constraints by
combining constants, variables, and parameters using a library of
functions with known mathematical properties. CVXR then applies
signed disciplined convex programming (DCP) to verify the problem's
convexity. Once verified, the problem is converted into standard
conic form using graph implementations and passed to a cone solver
such as ECOS or SCS.

### Author(s)

Anqi Fu, Balasubramanian Narasimhan, John Miller, Steven Diamond, Stephen Boyd

Maintainer: Anqi Fu<anqif@stanford.edu>

[Package

*CVXR* version 1.0-10

Index]