Comment Feed for Channel 9 - CVXR: An R Package for Modeling Convex Optimization Problems http://video.ch9.ms/ch9/96f2/3e74249f-654b-4002-a12c-1e07c74596f2/D1McCAWS9Fu_220.jpgChannel 9 - CVXR: An R Package for Modeling Convex Optimization Problems CVXR is an R package that provides an object-oriented modeling language for convex optimization. It allows the user to formulate convex optimization problems in a natural mathematical syntax rather than the restrictive standard form required by most solvers. The user specifies an objective and set of constraints by combining constants, variables, and parameters using a library of functions with known curvature and monotonicity properties. CVXR then applies signed disciplined convex programming (DCP) to verify the problem's convexity and, once verified, converts the problem into a standard conic form using graph implementations and passes it to an open-source cone solver such as ECOS or SCS. We demonstrate CVXR's modeling framework with several applications. enWed, 24 Jul 2019 03:10:53 GMTWed, 24 Jul 2019 03:10:53 GMTRev9