CVXR
swMATH22020CRANCVXRMaRDI QIDQ33817FDOQ33817
Disciplined Convex Optimization
David W Kang, Balasubramanian Narasimhan, Steven Diamond, Anqi Fu, John Miller
Last update: 2 February 2024
Copyright license: File License, Apache License, Version 2.0
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
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.
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- wdnet
- RobustIV
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Revisit to functional data analysis of sleeping energy expenditure
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- Augmented minimax linear estimation
- Riemann
- PlaneGeometry
- GhostKnockoff
- filling
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- Optimal representative sample weighting
- ecpc
- tramnet
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
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