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.
| Version: | 1.0-1 |
| 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, Rglpk, slam, Rmosek, gurobi, Rcplex, rcbc, covr |
| Published: | 2020-04-02 |
| 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://github.com/cvxgrp/CVXR, https://cvxr.rbind.io, https://www.cvxgrp.org/CVXR/ |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Optimization |
| CRAN checks: | CVXR results |
| Reference manual: | CVXR.pdf |
| Vignettes: |
Disciplined Convex Optimization version1 |
| Package source: | CVXR_1.0-1.tar.gz |
| Windows binaries: | r-devel: CVXR_1.0-1.zip, r-release: CVXR_1.0-1.zip, r-oldrel: CVXR_1.0-1.zip |
| macOS binaries: | r-release: CVXR_1.0-1.tgz, r-oldrel: CVXR_1.0-1.tgz |
| Old sources: | CVXR archive |
| Reverse depends: | tramnet |
| Reverse imports: | backbone, filling, Rdimtools |
| Reverse suggests: | portfolioBacktest |
| Reverse enhances: | starnet |
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