CVXR

Disciplined Convex Optimization

An object-oriented modeling language for disciplined convex programming (DCP). 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.

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Description file content

Package
CVXR
Type
Package
Title
Disciplined Convex Optimization
Version
0.99-2
VignetteBuilder
knitr
URL
BugReports
https://github.com/anqif/CVXR/issues
Description
An object-oriented modeling language for disciplined convex programming (DCP). 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.
Depends
R (>= 3.4.0)
Imports
methods, R6, Matrix, Rcpp (>= 0.12.12), bit64, gmp, Rmpfr, R.utils, ECOSolveR (>= 0.4), scs, stats
Suggests
knitr, rmarkdown, testthat, nnls, reticulate, lpSolveAPI, Rglpk, slam
LinkingTo
Rcpp, RcppEigen
License
Apache License 2.0 | file LICENSE
LazyData
true
Collate
'CVXR.R' 'data.R' 'globals.R' 'generics.R' 'utilities.R' 'interface.R' 'expressions.R' 'constant.R' 'variable.R' 'lin_ops.R' 'atoms.R' 'affine.R' 'problem.R' 'constraints.R' 'elementwise.R' 'solver.R' 'mosek-solver.R' 'gurobi-solver.R' 'lpsolve_solver.R' 'glpk_solver.R' 'solver_utilities.R' 'problem_data.R' 'transforms.R' 'exports.R' 'rcppUtils.R' 'R6List.R' 'ProblemData-R6.R' 'LinOp-R6.R' 'LinOpVector-R6.R' 'RcppExports.R' 'CVXcanon-R6.R' 'Deque.R' 'canonInterface.R'
RoxygenNote
6.1.0
NeedsCompilation
yes
Packaged
2018-11-06 02:09:17 UTC; naras
Author
Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
Maintainer
Anqi Fu
Repository
CRAN
Date/Publication
2018-11-06 12:40:09 UTC

install.packages('CVXR')

0.99-2

11 days ago

https://cvxr.rbind.io

Anqi Fu

Apache License 2.0 | file LICENSE

Depends on

R (>= 3.4.0)

Imports

methods, R6, Matrix, Rcpp (>= 0.12.12), bit64, gmp, Rmpfr, R.utils, ECOSolveR (>= 0.4), scs, stats

Suggests

knitr, rmarkdown, testthat, nnls, reticulate, lpSolveAPI, Rglpk, slam

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