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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: | 1.0-12 |
| 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: | 2024-02-02 |
| 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 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 |
| Reference manual: | CVXR.pdf |
| Vignettes: |
Disciplined Convex Optimization version1 |
| Package source: | CVXR_1.0-12.tar.gz |
| Windows binaries: | r-devel: CVXR_1.0-12.zip, r-release: CVXR_1.0-12.zip, r-oldrel: CVXR_1.0-12.zip |
| macOS binaries: | r-release (arm64): CVXR_1.0-12.tgz, r-oldrel (arm64): CVXR_1.0-12.tgz, r-release (x86_64): CVXR_1.0-12.tgz, r-oldrel (x86_64): CVXR_1.0-12.tgz |
| Old sources: | CVXR archive |
| Reverse depends: | GhostKnockoff, tramnet |
| Reverse imports: | ANCOMBC, CopSens, DebiasInfer, DiSCos, ecpc, filling, finbipartite, fungible, graphicalExtremes, kantorovich, LavaCvxr, MaximinInfer, PlackettLuce, PlaneGeometry, Rdimtools, Riemann, RobustIV, scpi, SIHR, T4transport, wdnet, WRI |
| Reverse suggests: | EpiForsk, fairml, glmmrOptim, portfolioBacktest, spectralGraphTopology |
| Reverse enhances: | starnet, transreg |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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