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