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 LinkingTo: Rcpp, RcppEigen Suggests: knitr, rmarkdown, testthat, nnls, slam, covr Enhances: Rcplex, gurobi, rcbc, cccp, Rmosek, Rglpk, clarabel (≥ 0.9.0) Published: 2024-11-07 DOI: 10.32614/CRAN.package.CVXR 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> 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 Additional_repositories: https://bnaras.github.io/drat Citation: CVXR citation info Materials: README NEWS In views: Optimization CRAN checks: CVXR results Documentation: Downloads: Reverse dependencies: Reverse depends: GhostKnockoff, tramnet Reverse imports: ANCOMBC, CopSens, cuadramelo, DebiasInfer, DiSCos, ecpc, filling, fungible, graphicalExtremes, hedgedrf, HonestDiD, kantorovich, MaximinInfer, migest, PlackettLuce, Rdimtools, Riemann, RobustIV, scpi, SIHR, SLSEdesign, spBPS, spStack, T4transport, wdnet, WRI Reverse suggests: EpiForsk, fairml, glmmrOptim, mlr3fairness, PortfolioAnalytics, portfolioBacktest, starnet, transreg Linking:Please use the canonical form https://CRAN.R-project.org/package=CVXR to link to this page.
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