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]