CVXR

swMATH22020CRANCVXRMaRDI QIDQ33817

Disciplined Convex Optimization

David W Kang, Balasubramanian Narasimhan, Steven Diamond, Anqi Fu, John Miller

Last update: 2 February 2024

Copyright license: Apache License, Version 2.0, File License

Software version identifier: 1.0-11, 0.94-4, 0.95, 0.99-2, 0.99-3, 0.99-4, 0.99-5, 0.99-6, 0.99-7, 0.99, 1.0-1, 1.0-8, 1.0-9, 1.0-10, 1.0, 1.0-12

Source code repository: https://github.com/cran/CVXR

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. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

Cites work

• CVXR: An R Package for Disciplined Convex Optimization

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