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Lieven Vandenberghe
https://www.github.com/null
Author or maintainer of the following packages:
cccp
Routines for solving convex optimization problems with cone constraints by means of interior-point m...
chompack
chompack ======== Library for chordal matrix computations Documentation available at http://chompa...
FRAPO
Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', secon...
parma
Provision of a set of models and methods for use in the allocation and management of capital in fina...
smcp
Python extension for solving sparse matrix cone programs
Impact Percentile
82
Number of Packages
5
Package Downloads
346
Citations
1
Top Collaborators
Martin Andersen
Bernhard Pfaff
Stephen Boyd
Herve Lebret
Miguel Sousa Lobo
