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