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: |
0.99 |
Depends: |
R (≥ 3.4.0) |
Imports: |
methods, R6, Matrix, Rcpp (≥ 0.12.12), bit64, gmp, Rmpfr, R.utils, ECOSolveR (≥ 0.4), scs, stats |
LinkingTo: |
Rcpp, RcppEigen |
Suggests: |
knitr, rmarkdown, testthat, nnls, reticulate, lpSolveAPI, Rglpk, slam |
Published: |
2018-05-26 |
Author: |
Anqi Fu [aut, cre],
Balasubramanian Narasimhan [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/anqif/CVXR/issues |
License: |
Apache License 2.0 | file LICENSE |
URL: |
https://cvxr.rbind.io, https://anqif.github.io/CVXR |
NeedsCompilation: |
yes |
Materials: |
README NEWS |
In views: |
Optimization |
CRAN checks: |
CVXR results |