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conda-forge/r-cvxr

r-cvxr

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An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

Copied fromcf-post-staging / r-cvxr

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::r-cvxr

Usage Tracking

1.0_15
1.0_13
1.0_12
1.0_11
1.0_10
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Downloads (Last 6 months): 0

About

Summary

An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

Last Updated

Nov 1, 2022 at 09:34

License

Apache-2.0

Supported Platforms

linux-64
macOS-64
win-64

Unsupported Platforms

linux-ppc64le Last supported version: 1.0_15
linux-aarch64 Last supported version: 1.0_15
macOS-arm64 Last supported version: 1.0_15

Home

https://cvxr.rbind.io, https://www.cvxgrp.org/CVXR/

GitHub Repository

https://github.com/cvxgrp/CVXR