CPG {cccp} | R Documentation |
Rcpp module: CPG
Description
Module for defining and solving convex programs.
Details
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 0.3-1 Index]