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 |
Reference manual: | CVXR.pdf |
Vignettes: |
Disciplined Convex Optimization (source, R code) version1 (source) |
Package source: | CVXR_1.0-15.tar.gz |
Windows binaries: | r-devel: CVXR_1.0-15.zip, r-release: CVXR_1.0-15.zip, r-oldrel: CVXR_1.0-15.zip |
macOS binaries: | r-release (arm64): CVXR_1.0-15.tgz, r-oldrel (arm64): CVXR_1.0-15.tgz, r-release (x86_64): CVXR_1.0-15.tgz, r-oldrel (x86_64): CVXR_1.0-15.tgz |
Old sources: | CVXR archive |
Reverse depends: | GhostKnockoff, tramnet |
Reverse imports: | ANCOMBC, CopSens, cuadramelo, DebiasInfer, DiSCos, ecpc, filling, finbipartite, fungible, graphicalExtremes, hedgedrf, HonestDiD, kantorovich, LavaCvxr, MaximinInfer, PlackettLuce, Rdimtools, Riemann, RobustIV, scpi, SIHR, SLSEdesign, spBPS, spStack, T4transport, wdnet, WRI |
Reverse suggests: | EpiForsk, fairml, glmmrOptim, PortfolioAnalytics, portfolioBacktest, spectralGraphTopology, transreg |
Reverse enhances: | starnet |
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