CVXR (0.99-4)

Disciplined Convex Optimization.

https://cvxr.rbind.io
https://anqif.github.io/CVXR
http://cran.r-project.org/web/packages/CVXR

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.

Maintainer: Anqi Fu
Author(s): Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

License: Apache License 2.0 | file LICENSE

Uses: bit64, ECOSolveR, gmp, Matrix, R.utils, R6, Rcpp, Rmpfr, scs, nnls, Rglpk, lpSolveAPI, slam, testthat, knitr, rmarkdown, reticulate
Reverse suggests: portfolioBacktest, spectralGraphTopology, updog

Released 3 months ago.