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CVXR  

Disciplined Convex Optimization
View on CRAN: Click here


Download and install CVXR package within the R console
Install from CRAN:
install.packages("CVXR")

Install from Github:
library("remotes")
install_github("cran/CVXR")

Install by package version:
library("remotes")
install_version("CVXR", "1.0-15")



Attach the package and use:
library("CVXR")
Maintained by
Anqi Fu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-20
Latest Update: 2024-02-02
Description:
An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, ). 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.
How to cite:
Anqi Fu (2017). CVXR: Disciplined Convex Optimization. R package version 1.0-15, https://cran.r-project.org/web/packages/CVXR. Accessed 03 Dec. 2024.
Previous versions and publish date:
0.94-4 (2017-11-20 13:24), 0.95 (2018-02-20 09:43), 0.99-2 (2018-11-06 13:40), 0.99-3 (2019-02-20 11:10), 0.99-4 (2019-03-13 07:27), 0.99-5 (2019-05-13 21:20), 0.99-6 (2019-06-02 05:40), 0.99-7 (2019-11-07 12:10), 0.99 (2018-05-26 17:43), 1.0-1 (2020-04-02 14:10), 1.0-8 (2020-09-13 17:20), 1.0-9 (2021-01-19 08:20), 1.0-10 (2021-11-10 07:00), 1.0-11 (2022-10-30 22:32), 1.0-12 (2024-02-02 01:20), 1.0-13 (2024-06-01 10:13), 1.0-14 (2024-06-27 14:00), 1.0 (2020-02-02 12:30)
Other packages that cited CVXR R package
View CVXR citation profile
Other R packages that CVXR depends, imports, suggests or enhances
Complete documentation for CVXR
Functions, R codes and Examples using the CVXR R package
Some associated functions: Abs-class . AddExpression-class . AffAtom-class . Atom-class . AxisAtom-class . BinaryOperator-class . CBC_CONIC-class . CPLEX_CONIC-class . CPLEX_QP-class . CVXOPT-class . CVXR-package . CallbackParam-class . Canonical-class . Canonicalization-class . Chain-class . Complex2Real-class . Complex2Real.abs_canon . Complex2Real.add . Complex2Real.at_least_2D . Complex2Real.binary_canon . Complex2Real.canonicalize_expr . Complex2Real.canonicalize_tree . Complex2Real.conj_canon . Complex2Real.constant_canon . Complex2Real.hermitian_canon . Complex2Real.imag_canon . Complex2Real.join . Complex2Real.lambda_sum_largest_canon . Complex2Real.matrix_frac_canon . Complex2Real.nonpos_canon . Complex2Real.norm_nuc_canon . Complex2Real.param_canon . Complex2Real.pnorm_canon . Complex2Real.psd_canon . Complex2Real.quad_canon . Complex2Real.quad_over_lin_canon . Complex2Real.real_canon . Complex2Real.separable_canon . Complex2Real.soc_canon . Complex2Real.variable_canon . Complex2Real.zero_canon . ConeDims-class . ConeMatrixStuffing-class . ConicSolver-class . ConicSolver.get_coeff_offset . ConicSolver.get_spacing_matrix . Conjugate-class . Constant-class . ConstantSolver-class . Constraint-class . Conv-class . CumMax-class . CumSum-class . CvxAttr2Constr-class . Dcp2Cone-class . Dcp2Cone.entr_canon . Dcp2Cone.exp_canon . Dcp2Cone.geo_mean_canon . Dcp2Cone.huber_canon . Dcp2Cone.indicator_canon . Dcp2Cone.kl_div_canon . Dcp2Cone.lambda_max_canon . Dcp2Cone.lambda_sum_largest_canon . Dcp2Cone.log1p_canon . Dcp2Cone.log_canon . Dcp2Cone.log_det_canon . Dcp2Cone.log_sum_exp_canon . Dcp2Cone.logistic_canon . Dcp2Cone.matrix_frac_canon . Dcp2Cone.normNuc_canon . Dcp2Cone.pnorm_canon . Dcp2Cone.power_canon . Dcp2Cone.quad_form_canon . Dcp2Cone.quad_over_lin_canon . Dcp2Cone.sigma_max_canon . Dgp2Dcp-class . Dgp2Dcp.add_canon . Dgp2Dcp.constant_canon . Dgp2Dcp.div_canon . Dgp2Dcp.exp_canon . Dgp2Dcp.eye_minus_inv_canon . Dgp2Dcp.geo_mean_canon . Dgp2Dcp.log_canon . Dgp2Dcp.mul_canon . Dgp2Dcp.mulexpression_canon . Dgp2Dcp.nonpos_constr_canon . Dgp2Dcp.norm1_canon . Dgp2Dcp.norm_inf_canon . Dgp2Dcp.one_minus_pos_canon . Dgp2Dcp.parameter_canon . Dgp2Dcp.pf_eigenvalue_canon . Dgp2Dcp.pnorm_canon . Dgp2Dcp.power_canon . Dgp2Dcp.prod_canon . Dgp2Dcp.quad_form_canon . Dgp2Dcp.quad_over_lin_canon . Dgp2Dcp.sum_canon . Dgp2Dcp.trace_canon . Dgp2Dcp.zero_constr_canon . DgpCanonMethods-class . Diag-int . DiagMat-class . DiagVec-class . Diff-int . DiffPos . DivExpression-class . ECOS-class . ECOS.dims_to_solver_dict . ECOS_BB-class . Elementwise-class . EliminatePwl-class . EliminatePwl.abs_canon . EliminatePwl.cummax_canon . EliminatePwl.cumsum_canon . EliminatePwl.max_elemwise_canon . EliminatePwl.max_entries_canon . EliminatePwl.min_elemwise_canon . EliminatePwl.min_entries_canon . EliminatePwl.norm1_canon . EliminatePwl.norm_inf_canon . EliminatePwl.sum_largest_canon . Entr-class . EqConstraint-class . EvalParams-class . Exp-class . ExpCone-class . Expression-class . EyeMinusInv-class . FlipObjective-class . GLPK-class . GLPK_MI-class . GUROBI_CONIC-class . GUROBI_QP-class . GeoMean-class . HStack-class . HarmonicMean . Huber-class . Imag-class . Index-class . IneqConstraint-class . InverseData-class . KLDiv-class . Kron-class . LambdaMax-class . LambdaMin . LambdaSumLargest-class . LambdaSumSmallest . Leaf-class . ListORConstr-class . Log-class . Log1p-class . LogDet-class . LogSumExp-class . Logistic-class . MOSEK-class . MOSEK.parse_dual_vars . MOSEK.recover_dual_variables . MatrixFrac-class . MatrixStuffing-class . MaxElemwise-class . MaxEntries-class . Maximize-class . MinElemwise-class . MinEntries-class . Minimize-class . MixedNorm . MulExpression-class . Multiply-class . Neg-int . NegExpression-class . NonPosConstraint-class . NonlinearConstraint-class . Norm-atom . Norm1-class . Norm2-atom . NormInf-class . NormNuc-class . OSQP-class . Objective-arith . Objective-class . OneMinusPos-class . PSDConstraint-class . PSDWrap-class . Parameter-class . PfEigenvalue-class . Pnorm-class . Pos-int . Power-class . Problem-arith . Problem-class . ProdEntries-class . Promote-class . Qp2SymbolicQp-class . QpMatrixStuffing-class . QpSolver-class . QuadForm-class . QuadOverLin-class . Rdict-class . Rdictdefault-class . Real-class . Reduction-class . ReductionSolver-class . Reshape-class . SCS-class . SCS.dims_to_solver_dict . SCS.extract_dual_value . SOC-class . SOCAxis-class . SigmaMax-class . SizeMetrics-class . Solution-class . SolverStats-class . SolvingChain-class . SpecialIndex-class . SumEntries-class . SumLargest-class . SumSmallest . SumSquares . SymbolicQuadForm-class . TotalVariation . Trace-class . Transpose-class . UnaryOperator-class . UpperTri-class . VStack-class . Variable-class . Wrap-class . ZeroConstraint-class . abs . accepts . are_args_affine . bmat . canonicalize . cdiac . complex-atoms . complex-methods . cone-methods . constr_value . construct_intermediate_chain-Problem-list-method . construct_solving_chain . conv . cummax_axis . cumsum_axis . curvature-atom . curvature-comp . curvature-methods . curvature . cvxr_norm . diag . diff . dim_from_args . domain . dot-LinOpVector__new . dot-LinOpVector__push_back . dot-LinOp__args_push_back . dot-LinOp__get_dense_data . dot-LinOp__get_id . dot-LinOp__get_size . dot-LinOp__get_slice . dot-LinOp__get_sparse . dot-LinOp__get_sparse_data . dot-LinOp__get_type . dot-LinOp__new . dot-LinOp__set_dense_data . dot-LinOp__set_size . dot-LinOp__set_slice . dot-LinOp__set_sparse . dot-LinOp__set_sparse_data . dot-LinOp__set_type . dot-LinOp__size_push_back . dot-LinOp__slice_push_back . dot-LinOp_at_index . dot-ProblemData__get_I . dot-ProblemData__get_J . dot-ProblemData__get_V . dot-ProblemData__get_const_to_row . dot-ProblemData__get_const_vec . dot-ProblemData__get_id_to_col . dot-ProblemData__new . dot-ProblemData__set_I . dot-ProblemData__set_J . dot-ProblemData__set_V . dot-ProblemData__set_const_to_row . dot-ProblemData__set_const_vec . dot-ProblemData__set_id_to_col . dot-build_matrix_0 . dot-build_matrix_1 . dot-decomp_quad . dot-p_norm . dspop . dssamp . dual_value-methods . entr . exp . expression-parts . extract_dual_value . extract_mip_idx . eye_minus_inv . format_constr . geo_mean . get_data . get_dual_values . get_id . get_np . get_problem_data . get_sp . grad . graph_implementation . group_constraints . harmonic_mean . hstack . huber . id . import_solver . installed_solvers . inv_pos . invert . is_dcp . is_dgp . is_mixed_integer . is_qp . is_stuffed_cone_constraint . is_stuffed_cone_objective . is_stuffed_qp_objective . kl_div . kronecker . lambda_max . lambda_min . lambda_sum_largest . lambda_sum_smallest . leaf-attr . linearize . log . log_det . log_log_curvature-atom . log_log_curvature-methods . log_log_curvature . log_sum_exp . logistic . matrix_frac . matrix_prop-methods . matrix_trace . max_elemwise . max_entries . mean . min_elemwise . min_entries . mip_capable . mixed_norm . mul_elemwise . multiply . name . neg . norm . norm1 . norm2 . norm_inf . norm_nuc . one_minus_pos . p_norm . perform . pf_eigenvalue . pos . power . problem-parts . prod_entries . project-methods . psd_coeff_offset . psolve . quad_form . quad_over_lin . reduce . resetOptions . reshape_expr . residual-methods . retrieve . scaled_lower_tri . scalene . setIdCounter . sigma_max . sign-methods . sign . sign_from_args . size-methods . size . sqrt . square . sum_entries . sum_largest . sum_smallest . sum_squares . to_numeric . transpose . tri_to_full . tv . unpack_results . upper_tri . validate_args . validate_val . value-methods . vec . vectorized_lower_tri_to_mat . vstack . 
Some associated R codes: CVXR.R . CVXcanon-R6.R . Deque.R . LinOp-R6.R . LinOpVector-R6.R . ProblemData-R6.R . R6List.R . RcppExports.R . affine.R . atoms.R . canonInterface.R . canonical.R . coeff_extractor.R . complex2real.R . conic_solvers.R . constant.R . constraints.R . data.R . dcp2cone.R . dgp2dcp.R . elementwise.R . eliminate_pwl.R . exports.R . expressions.R . generics.R . globals.R . interface.R . lin_ops.R . problem.R . qp2quad_form.R . qp_solvers.R . rcppUtils.R . reduction_solvers.R . reductions.R . solver_utilities.R . transforms.R . utilities.R . variable.R .  Full CVXR package functions and examples
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