CVXR: An R Package for Disciplined Convex Optimization

Understand

CVXR is an R package that provides an object-oriented modeling language for convex optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl.

• It allows the user to formulate convex optimization problems in a natural mathematical syntax rather than the restrictive 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 mathematical properties.
• CVXR then applies signed disciplined convex programming (DCP) to verify the problem's convexity.