CVXR: An R Package for Disciplined Convex Optimization
convex optimization
R
CVXR is an R package that provides an object-oriented modeling language for convex optimization, similar to CVX, CVXPY, and YALMIP. Users formulate problems in natural mathematical syntax by combining constants, variables, and parameters with a library of functions with known mathematical properties. CVXR then verifies convexity via signed disciplined convex programming, converts to standard conic form, and passes the problem to cone solvers such as ECOS or SCS.