CVXR: Disciplined Convex Optimization

An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). 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.

Version: 1.0-14
Depends: R (≥ 3.4.0)
Imports: methods, R6, Matrix, Rcpp (≥ 0.12.12), bit64, gmp, Rmpfr, ECOSolveR (≥ 0.5.4), scs (≥ 3.0), stats, osqp, clarabel (≥ 0.9.0)
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown, testthat, nnls, slam, covr
Enhances: Rcplex, gurobi, rcbc, cccp, Rmosek, Rglpk
Published: 2024-06-27
DOI: 10.32614/CRAN.package.CVXR
Author: Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
Maintainer: Anqi Fu <anqif at>
License: Apache License 2.0 | file LICENSE
NeedsCompilation: yes
Citation: CVXR citation info
Materials: README NEWS
In views: Optimization
CRAN checks: CVXR results


Reference manual: CVXR.pdf
Vignettes: Disciplined Convex Optimization


Package source: CVXR_1.0-14.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): CVXR_1.0-14.tgz, r-oldrel (arm64): CVXR_1.0-14.tgz, r-release (x86_64): CVXR_1.0-14.tgz, r-oldrel (x86_64): CVXR_1.0-14.tgz
Old sources: CVXR archive

Reverse dependencies:

Reverse depends: GhostKnockoff, tramnet
Reverse imports: ANCOMBC, CopSens, DebiasInfer, DiSCos, ecpc, filling, finbipartite, fungible, graphicalExtremes, hedgedrf, HonestDiD, kantorovich, LavaCvxr, MaximinInfer, PlackettLuce, PlaneGeometry, Rdimtools, Riemann, RobustIV, scpi, SIHR, SLSEdesign, T4transport, wdnet, WRI
Reverse suggests: EpiForsk, fairml, glmmrOptim, PortfolioAnalytics, portfolioBacktest, spectralGraphTopology
Reverse enhances: starnet, transreg


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