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/~boyd/papers/pdf/cvxr_paper.pdf <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
CVXR: Convex Programming in R
1 message · Balasubramanian Narasimhan