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:
1.0-15
Depends:
R (≥ 3.4.0)
Imports:
methods,
Matrix,
Rcpp (≥ 0.12.12),
bit64,
gmp,
Rmpfr,
ECOSolveR (≥ 0.5.4),
scs (≥ 3.0), stats,
osqp,
cli, utils
Published:
2024年11月07日
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 alumni.stanford.edu>
NeedsCompilation:
yes
Documentation:
Downloads:
Reverse dependencies:
Reverse imports:
ANCOMBC,
aramappings,
cuadramelo,
DebiasInfer,
filling,
fungible,
graphicalExtremes,
hedgedrf,
HonestDiD,
kantorovich,
MaximinInfer,
migest,
PlackettLuce,
rclsp,
Rdimtools,
Riemann,
RobustIV,
scpi,
SIHR,
SLSEdesign,
spBPS,
spStack,
T4transport,
wdnet,
WRI
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=CVXR
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