CPG {cccp} | R Documentation |

Module for defining and solving convex programs.

The module contains the following items: classes:

- CONEC
Class for inequality (cone) constraints.

- CTRL
Class for control parameters used in optimizations.

- PDV
Class for primal/dual variables.

- DCP
Class for definition of convex programs.

- DLP
Class for definition of linear programs.

- DNL
Class for definition of linear programs with non-linear constraints.

- DQP
Class for definition of quadratic programs.

- CPS
Class for solution of convex programs.

functions:

- rpp
Function for solving risk parity portfolios.

- gpp
Function for solving a geometric program.

[Package *cccp* version 0.2-7 Index]