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: |
1.0-10 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
methods, R6, Matrix, Rcpp (≥ 0.12.12), bit64, gmp, Rmpfr, ECOSolveR (≥ 0.5.4), scs (≥ 3.0), stats, osqp |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
knitr, rmarkdown, testthat, nnls, slam, covr |
| Enhances: |
Rcplex, gurobi, rcbc, cccp, Rmosek, Rglpk |
| Published: |
2021-11-10 |
| 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 |