CVXR: An R Package for Disciplined Convex Optimization
Dublin Core
Title
CVXR: An R Package for Disciplined Convex Optimization
Subject
convex optimization, disciplined convex optimization, optimization, regression,
penalized regression, isotonic regression, R package CVXR
penalized regression, isotonic regression, R package CVXR
Description
CVXR is an R package that provides an object-oriented modeling language for convex
optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allows the user to
formulate convex optimization problems in a natural mathematical syntax rather than
the restrictive form required by most solvers. The user specifies an objective and set of
constraints by combining constants, variables, and parameters using a library of functions with known mathematical properties. CVXR then applies signed disciplined convex
programming (DCP) to verify the problem’s convexity. Once verified, the problem is
converted into standard conic form using graph implementations and passed to a cone
solver such as ECOS or SCS. We demonstrate CVXR’s modeling framework with several
applications
optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allows the user to
formulate convex optimization problems in a natural mathematical syntax rather than
the restrictive form required by most solvers. The user specifies an objective and set of
constraints by combining constants, variables, and parameters using a library of functions with known mathematical properties. CVXR then applies signed disciplined convex
programming (DCP) to verify the problem’s convexity. Once verified, the problem is
converted into standard conic form using graph implementations and passed to a cone
solver such as ECOS or SCS. We demonstrate CVXR’s modeling framework with several
applications
Creator
Anqi Fu
Source
https://www.jstatsoft.org/article/view/v094i14
Publisher
Stanford University
Date
June 2020
Contributor
Fajar bagus W
Format
PDF
Language
Inggris
Type
Text
Files
Collection
Citation
Anqi Fu, “CVXR: An R Package for Disciplined Convex Optimization,” Repository Horizon University Indonesia, accessed May 12, 2025, https://repository.horizon.ac.id/items/show/8147.