ConConPiWiFun (0.4.6)

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Optimisation with Continuous Convex Piecewise (Linear and Quadratic) Functions.

http://cran.r-project.org/web/packages/ConConPiWiFun

Continuous convex piecewise linear (ccpl) resp. quadratic (ccpq) functions can be implemented with sorted breakpoints and slopes. This includes functions that are ccpl (resp. ccpq) on a convex set (i.e. an interval or a point) and infinite out of the domain. These functions can be very useful for a large class of optimisation problems. Efficient manipulation (such as log(N) insertion) of such data structure is obtained with map standard template library of C++ (that hides balanced trees). This package is a wrapper on such a class based on Rcpp modules.

Maintainer: Robin Girard
Author(s): Robin Girard

License: GPL (>= 2)

Uses: Rcpp

Released about 4 years ago.


7 previous versions

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