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 | fileLICENSE |
| 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 |