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CVXR

An R modeling language for convex optimization problems.

Note

This package is now released on CRAN, so you can install it like any other package.

Installation

To install it from Github, make sure you have the development tools for R available, including the C compilers etc. Execute:

library(devtools)
install_github("anqif/CVXR")

Documentation

A number of tutorial examples are available on the CVXR page.

Support

Open an issue on the CVXR Github page.

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Version

Install

install.packages('CVXR')

Monthly Downloads

9,969

Version

0.95

License

Apache License 2.0 | file LICENSE

Issues

22

Pull Requests

2

Stars

209

Forks

32

Maintainer

Anqi Fu

Last Published

February 20th, 2018

Functions in CVXR (0.95)

Atom-class

The Atom class.
Canonical-class

The Canonical class.
Elementwise-class

The Elementwise class.
Entr-class

The Entr class.
KLDiv-class

The KLDiv class.
Kron-class

The Kron class.
LogSumExp-class

The LogSumExp class.
Logistic-class

The Logistic class.
%*%,Expression,Expression-method

The MulExpression class.
-,Expression,missing-method

The NegExpression class.
Rdict-class

The Rdict class.
Rdictdefault-class

The Rdictdefault class.
Solver-capable

Solver Capabilities
Solver.choose_solver

Choose a Solver
SumLargest-class

The SumLargest class.
affine_prod

Affine Product
Symmetric

Symmetric Variable
bmat

Block Matrix
cumsum_axis

Cumulative Sum
curvature-atom

Curvature of an Atom
get_id

Get ID
get_problem_data

Get Problem Data
grad

Sub/Super-Gradient
graph_implementation

Graph Implementation
kronecker,Expression,ANY-method

Kronecker Product
lambda_max

Maximum Eigenvalue
mixed_norm

Mixed Norm
AffAtom-class

The AffAtom class.
DiagMat-class

The DiagMat class.
AffineProd-class

The AffineProd class.
*,Expression,Expression-method

Elementwise Multiplication
name

Variable, Parameter, or Expression Name
neg

Elementwise Negative
BoolConstr-class

The BoolConstr class.
residual-methods

Constraint Residual
CVXR-package

CVXR: Disciplined Convex Optimization in R
scalene

Scalene Function
/,Expression,Expression-method

The DivExpression class.
DiagVec-class

The DiagVec class.
ECOS-class

The ECOS class.
sum_entries

Sum of Entries
sum_largest

Sum of Largest Values
status_map,ECOS-method

ECOS Status Map
ECOS_BB-class

The ECOS_BB class.
<=,Expression,Expression-method

The LeqConstraint class.
to_numeric

Numeric Value of Atom
GeoMean-class

The GeoMean class.
HStack-class

The HStack class.
Int-class

The Int class.
Log-class

The Log class.
t.Expression

Matrix Transpose
IntConstr-class

The IntConstr class.
Log1p-class

The Log1p class.
MaxEntries-class

The MaxEntries class.
LogDet-class

The LogDet class.
%>>%

The PSDConstraint class.
Parameter-class

The Parameter class.
Maximize-class

The Maximize class.
NormNuc-class

The NormNuc class.
Objective-arith

Arithmetic Operations on Objectives
Reshape-class

The Reshape class.
SCS-class

The SCS class.
Problem-arith

Arithmetic Operations on Problems
SOC-class

The SOC class.
SOCAxis-class

The SOCAxis class.
SemidefUpperTri-class

The SemidefUpperTri class.
Semidef

Positive Semidefinite Variable
Transpose-class

The Transpose class.
Problem-class

The Problem class.
SolverStats-class

The SolverStats class.
UnaryOperator-class

The UnaryOperator class.
canonicalize

Canonicalize
cdiac

Global Monthly and Annual Temperature Anomalies (degrees C), 1850-2015 (Relative to the 1961-1990 Mean) (May 2016)
curvature-comp

Curvature of Composition
curvature-methods

Curvature Properties
Sqrt-class

The Sqrt class.
Variable-class

The Variable class.
dssamp

Direct Standardization: Sample
abs,Expression-method

Absolute Value
entr

Entropy Function
harmonic_mean

Harmonic Mean
curvature

Curvature of Expression
cvxr_norm

Matrix Norm (Alternative)
hstack

Horizontal Concatenation
kl_div

Kullback-Leibler Divergence
geo_mean

Geometric Mean
is_qp

Is Problem a QP?
max_entries

Maximum
get_data

Get Expression Data
BinaryOperator-class

The BinaryOperator class.
mean.Expression

Arithmetic Mean
huber

Huber Function
Bool-class

The Bool class.
norm,Expression,character-method

Matrix Norm
Conv-class

The Conv class.
norm1

1-Norm
CumSum-class

The CumSum class.
id

Identification Number
==,Expression,Expression-method

The EqConstraint class.
Exp-class

The Exp class.
lambda_sum_smallest

Sum of Smallest Eigenvalues
log,Expression-method

Logarithms
setIdCounter

Set ID Counter
sigma_max

Maximum Singular Value
sign_from_args

Atom Sign
size-methods

Size Properties
validate_solver

Validate Solver
min_elemwise

Elementwise Minimum
Abs-class

The Abs class.
validate_val

Validate Value
LambdaMax-class

The LambdaMax class.
min_entries

Minimum
+,Expression,missing-method

The AddExpression class.
norm_inf

Infinity-Norm
Leaf-class

The Leaf class.
norm2

Euclidean Norm
Constant-class

The Constant class.
resetOptions

Reset Options
MatrixFrac-class

The MatrixFrac class.
reshape_expr

Reshape an Expression
MaxElemwise-class

The MaxElemwise class.
NonNegative-class

The NonNegative class.
NonlinearConstraint-class

The NonlinearConstraint class.
size

Size of Expression
size_from_args

Atom Size
status_map,SCS-method

SCS Status Map
Constraint-class

The Constraint class.
SDP-class

The SDP class.
upper_tri

Upper Triangle of a Matrix
validate_args

Validate Arguments
value-methods

Get or Set Value
ExpCone-class

The ExpCone class.
vec

Vectorization of a Matrix
SigmaMax-class

The SigmaMax class.
Expression-class

The Expression class.
Huber-class

The Huber class.
SizeMetrics-class

The SizeMetrics class.
SymmetricUpperTri-class

The SymmetricUpperTri class.
Pnorm-class

The Pnorm class.
[,Expression,missing,missing,ANY-method

The Index class.
Minimize-class

The Minimize class.
MulElemwise-class

The MulElemwise class.
Power-class

The Power class.
QuadOverLin-class

The QuadOverLin class.
Trace-class

The Trace class.
RMulExpression-class

The RMulExpression class.
UpperTri-class

The UpperTri class.
VStack-class

The VStack class.
Solver-class

The Solver class.
Solver.solve

Call to Solver
domain

Domain
SumEntries-class

The SumEntries class.
Square-class

The Square class.
cone-methods

Second-Order Cone Methods
conv

Discrete Convolution
diag,Expression-method

Matrix Diagonal
dspop

Direct Standardization: Population
format_constr

Format Constraints
format_results

Format Solver Results
inv_pos

Reciprocal Function
diff,Expression-method

Lagged and Iterated Differences
exp,Expression-method

Natural Exponential
expression-parts

Parts of an Expression
is_dcp

DCP Compliance
log_det

Log-Determinant
log_sum_exp

Log-Sum-Exponential
matrix_trace

Matrix Trace
import_solver

Import Solver
installed_solvers

Installed Solvers
lambda_min

Minimum Eigenvalue
max_elemwise

Elementwise Maximum
norm_nuc

Nuclear Norm
p_norm

P-Norm
lambda_sum_largest

Sum of Largest Eigenvalues
logistic

Logistic Function
problem-parts

Parts of a Problem
psolve

Solve a DCP Problem
sqrt,Expression-method

Square Root
matrix_frac

Matrix Fraction
square

Square Function
tv

Total Variation
vstack

Vertical Concatenation
unpack_results

Parse output from a solver and updates problem state
^,Expression,numeric-method

Elementwise Power
pos

Elementwise Positive
quad_form

Quadratic Form
quad_over_lin

Quadratic over Linear
sign-methods

Sign Properties
sign,Expression-method

Sign of Expression
sum_smallest

Sum of Smallest Values
sum_squares

Sum of Squares
AxisAtom-class

The AxisAtom class.
CallbackParam-class

The CallbackParam class.