[R] [R-pkgs] CVXR: Convex Programming in R

Balasubramanian Narasimhan naras at stanford.edu
Tue Nov 21 18:53:04 CET 2017

Dear R Users,

We are pleased to announce the first release of CVXR which implements 
Disciplined Convex Programming (DCP) in R on CRAN. Like CVXPY in Python, 
CVXR provides a domain specific language for formulating 
convexoptimization 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.

Applications of convex programming are described in a paper available at

<https://stanford.edu/%7Eboyd/papers/pdf/cvxr_paper.pdf> .

An introductory vignette is included in the package.  A number of 
further examples are available at https://cvxr.rbind.io.

We welcome your feedback and issues on Github ( 
https://github.com/anqif/CVXR ).


Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd

	[[alternative HTML version deleted]]

R-packages mailing list
R-packages at r-project.org

More information about the R-help mailing list