CVXR: Disciplined Convex Optimization

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 | file LICENSE
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

Documentation:

Reference manual:	CVXR.pdf
Vignettes:	Disciplined Convex Optimization (source, R code) version1 (source)

Downloads:

Package source:	CVXR_1.0-15.tar.gz
Windows binaries:	r-devel: CVXR_1.0-15.zip, r-release: CVXR_1.0-15.zip, r-oldrel: CVXR_1.0-15.zip
macOS binaries:	r-release (arm64): CVXR_1.0-15.tgz, r-oldrel (arm64): CVXR_1.0-15.tgz, r-release (x86_64): CVXR_1.0-15.tgz, r-oldrel (x86_64): CVXR_1.0-15.tgz
Old sources:	CVXR archive

Reverse dependencies:

Reverse depends:	GhostKnockoff, tramnet
Reverse imports:	ANCOMBC, CopSens, cuadramelo, DebiasInfer, DiSCos, ecpc, filling, finbipartite, fungible, graphicalExtremes, hedgedrf, HonestDiD, kantorovich, LavaCvxr, MaximinInfer, PlackettLuce, PlaneGeometry, Rdimtools, Riemann, RobustIV, scpi, SIHR, SLSEdesign, spBPS, spStack, T4transport, wdnet, WRI
Reverse suggests:	EpiForsk, fairml, glmmrOptim, PortfolioAnalytics, portfolioBacktest, spectralGraphTopology, transreg
Reverse enhances:	starnet

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CVXR to link to this page.