search for: convexoptimization

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 av...

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 av...