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.