Balasubramanian Narasimhan
2017-Nov-21 17:53 UTC
[R] [R-pkgs] CVXR: Convex Programming in R
Dear R Users, We are pleased to announce the first release of CVXR which implements Disciplined Convex Programming (DCP) in R on CRAN. Like CVXPY in Python, CVXR provides a domain specific language for formulating convexoptimization 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. Applications of convex programming are described in a paper available at https://stanford.edu/~boyd/papers/pdf/cvxr_paper.pdf <https://stanford.edu/%7Eboyd/papers/pdf/cvxr_paper.pdf> . An introductory vignette is included in the package.? A number of further examples are available at https://cvxr.rbind.io. We welcome your feedback and issues on Github ( https://github.com/anqif/CVXR ). -- Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd [[alternative HTML version deleted]] _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages