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cccp (version 0.2-9)

Cone Constrained Convex Problems

Description

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see for more information).

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Install

install.packages('cccp')

Monthly Downloads

3,721

Version

0.2-9

License

GPL (>= 3)

Maintainer

Bernhard Pfaff

Last Published

September 9th, 2022

Functions in cccp (0.2-9)

Rcpp_DLP-class

Class "Rcpp_DLP"
Rcpp_DNL-class

Class "Rcpp_DNL"
dlp

Creating a member object of the reference-class DLP
Rcpp_CTRL-class

Class "Rcpp_CTRL"
dnl

Creating a member object of the reference-class DNL
Rcpp_DCP-class

Class "Rcpp_DCP"
psdc

Definition of positive semidefinite cone inequality constraints
rp

Risk-parity optimization
CPD-class

Class "CPD"
cccp

Solving linear and quadratic programs with cone constraints
cps

Solving a convex program
Rcpp_CONEC-class

Class "Rcpp_CONEC"
nlfc

Definition of nonlinear inequality constraints
nnoc

Definition of linear inequality constraints
ctrl

Creating objects of reference-class CTRL
dcp

Creating a member object of the reference-class DCP
Rcpp_DQP-class

Class "Rcpp_DQP"
Rcpp_PDV-class

Class "Rcpp_PDV"
dqp

Creating a member object of the reference-class DQP
getFoo

Extractor methods for reference class objects
gp

Geometric program
CPG

Rcpp module: CPG
socc

Definition of second-oder cone inequality constraints
Rcpp_CPS-class

Class "Rcpp_CPS"
l1

Minimizing L1-norm