CVXR: Disciplined Convex Optimization

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.

Version: 1.0-8
Depends: R (≥ 3.4.0)
Imports: methods, R6, Matrix, Rcpp (≥ 0.12.12), bit64, gmp, Rmpfr, ECOSolveR (≥ 0.5.3), scs (≥ 1.3), stats, osqp
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown, testthat, nnls, slam, covr
Enhances: Rcplex, gurobi, rcbc, cccp, Rmosek, Rglpk
Published: 2020-09-13
Author: Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
Maintainer: Anqi Fu <anqif at stanford.edu>
BugReports: https://github.com/cvxgrp/CVXR/issues
License: Apache License 2.0 | file LICENSE
URL: https://cvxr.rbind.io, https://www.cvxgrp.org/CVXR/
NeedsCompilation: yes
Citation: CVXR citation info
Materials: README NEWS
In views: Optimization
CRAN checks: CVXR results

Downloads:

Reference manual: CVXR.pdf
Vignettes: Disciplined Convex Optimization
version1
Package source: CVXR_1.0-8.tar.gz
Windows binaries: r-devel: CVXR_1.0-8.zip, r-release: CVXR_1.0-8.zip, r-oldrel: CVXR_1.0-8.zip
macOS binaries: r-release: CVXR_1.0-8.tgz, r-oldrel: CVXR_1.0-8.tgz
Old sources: CVXR archive

Reverse dependencies:

Reverse depends: tramnet
Reverse imports: backbone, filling, kantorovich, Rdimtools
Reverse suggests: portfolioBacktest

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CVXR to link to this page.