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2017 Nov 21
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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