CVXR
From MaRDI portal
Description
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. This version uses the S7 object system for improved performance and maintainability.
Cited in
(95)- kantorovich
- WRI
- CopSens
- Riemann
- lglasso
- PlaneGeometry
- GhostKnockoff
- filling
- LavaCvxr
- LassoNet
- tramnet
- ecpc
- SHAFF
- MMEinR
- rsw
- ProximalOperators.jl
- GGPLAB
- CVX
- ROI
- Tax-aware portfolio construction via convex optimization
- High-dimensional sign-constrained feature selection and grouping
- Optimal representative sample weighting
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Augmented minimax linear estimation
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- Manifold valued data analysis of samples of networks, with applications in corpus linguistics
- Eigen-stratified models
- Distributional anchor regression
- Asymptotics for M-type smoothing splines with non-smooth objective functions
- Sparse HP filter: finding kinks in the COVID-19 contact rate
- Disciplined quasiconvex programming
- Solution refinement at regular points of conic problems
- Tapkee
- cmprskQR
- cherry
- Disciplined geometric programming
- ECOS
- CVXPY
- parcor
- Penalised robust estimators for sparse and high-dimensional linear models
- Pandemic risk management: resources contingency planning and allocation
- sommer
- GPkit
- Dynamic energy management
- WebDISCO
- glmc
- mlt
- BMDS
- PlackettLuce
- CVXPortfolio
- Convex.jl
- sdpt3r
- bootpenal
- RobStatTM
- tbm
- Rdimtools
- hierinf
- rosqp
- fairml
- A unified framework for structured graph learning via spectral constraints
- A general framework for empirical Bayes estimation in discrete linear exponential family
- Robust covariance estimation with noisy high-frequency financial data
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Revisit to functional data analysis of sleeping energy expenditure
- foba
- QDLDL
- NITPICK
- SIHR
- XICOR
- wdnet
- strcs
- perryExamples
- scpi
- Knockpy
- DebiasInfer
- fdaSP
- graphicalExtremes
- fungible
- T4transport
- MaximinInfer
- rdborrow
- gtDesign
- EmpiricalDynamics
- spBPS
- DiSCos
- rclsp
- savvyGLM
- HonestDiD
- aramappings
- SLSEdesign
- spStack
- finbipartite
- Generating directed networks with predetermined assortativity measures
- wdnet
- RobustIV
This page was built for software: CVXR
