[R-pkgs] CVXR: Convex Programming in R

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[R-pkgs] CVXR: Convex Programming in R

Balasubramanian Narasimhan
Dear R Users,

We are pleased to announce the first release of CVXR which implements
Disciplined Convex Programming (DCP) in R on CRAN. Like CVXPY in Python,
CVXR provides a domain specific language for formulating
convexoptimization 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.

Applications of convex programming are described in a paper available at

<https://stanford.edu/%7Eboyd/papers/pdf/cvxr_paper.pdf> .

An introductory vignette is included in the package.  A number of
further examples are available at https://cvxr.rbind.io.

We welcome your feedback and issues on Github (
https://github.com/anqif/CVXR ).


Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd

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