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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: | 1.0-15 |
| Depends: | R (≥ 3.4.0) |
| Imports: | methods, Matrix, Rcpp (≥ 0.12.12), bit64, gmp, Rmpfr, ECOSolveR (≥ 0.5.4), scs (≥ 3.0), stats, osqp, cli, utils |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | knitr, rmarkdown, testthat, nnls, slam, covr |
| Enhances: | Rcplex, gurobi, rcbc, cccp, Rmosek, Rglpk, clarabel (≥ 0.9.0) |
| Published: | 2024-11-07 |
| DOI: | 10.32614/CRAN.package.CVXR |
| 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 (source, R code) version1 (source) |
| Package source: | CVXR_1.0-15.tar.gz |
| Windows binaries: | r-devel: CVXR_1.0-15.zip, r-release: CVXR_1.0-15.zip, r-oldrel: CVXR_1.0-15.zip |
| macOS binaries: | r-release (arm64): CVXR_1.0-15.tgz, r-oldrel (arm64): CVXR_1.0-15.tgz, r-release (x86_64): CVXR_1.0-15.tgz, r-oldrel (x86_64): CVXR_1.0-15.tgz |
| Old sources: | CVXR archive |
| Reverse depends: | GhostKnockoff, tramnet |
| Reverse imports: | ANCOMBC, CopSens, cuadramelo, DebiasInfer, DiSCos, ecpc, filling, finbipartite, fungible, graphicalExtremes, hedgedrf, HonestDiD, kantorovich, LavaCvxr, MaximinInfer, PlackettLuce, Rdimtools, Riemann, RobustIV, scpi, SIHR, SLSEdesign, spBPS, spStack, T4transport, wdnet, WRI |
| Reverse suggests: | EpiForsk, fairml, glmmrOptim, PortfolioAnalytics, portfolioBacktest, spectralGraphTopology, transreg |
| Reverse enhances: | starnet |
Please use the canonical form https://CRAN.R-project.org/package=CVXR to link to this page.
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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