CVXR: An R Package for Disciplined Convex Optimization. CVXR is an R package that provides an object-oriented modeling language for convex optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allows the user to formulate convex optimization problems in a natural mathematical syntax rather than the restrictive standard form required by most solvers. The user specifies an objective and set of constraints by combining constants, variables, and parameters using a library of functions with known mathematical properties. CVXR then applies signed disciplined convex programming (DCP) to verify the problem’s convexity. Once verified, the problem is converted into standard conic form using graph implementations and passed to a cone solver such as ECOS or SCS. We demonstrate CVXR’s modeling framework with several applications.
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References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Kisung You, Changhee Suh: Rdimtools: An R package for Dimension Reduction and Intrinsic Dimension Estimation (2020) arXiv
- Agrawal, Akshay; Diamond, Steven; Boyd, Stephen: Disciplined geometric programming (2019)
- Busseti, Enzo; Moursi, Walaa M.; Boyd, Stephen: Solution refinement at regular points of conic problems (2019)
- Moehle, Nicholas; Busseti, Enzo; Boyd, Stephen; Wytock, Matt: Dynamic energy management (2019)
- Adam Rahman: sdpt3r: Semidefinite Quadratic Linear Programming in R (2018) not zbMATH
- Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd: CVXR: An R Package for Disciplined Convex Optimization (2017) arXiv