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cccp (version 0.3-1)

Cone Constrained Convex Problems

Description

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see for more information).

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Version

Install

install.packages('cccp')

Monthly Downloads

1,511

Version

0.3-1

License

GPL (>= 3)

Maintainer

Bernhard Pfaff

Last Published

December 9th, 2023

Functions in cccp (0.3-1)

dlp

Creating a member object of the reference-class DLP
psdc

Definition of positive semidefinite cone inequality constraints
dnl

Creating a member object of the reference-class DNL
rp

Risk-parity optimization
socc

Definition of second-oder cone inequality constraints
nnoc

Definition of linear inequality constraints
nlfc

Definition of nonlinear inequality constraints
Rcpp_CONEC-class

Class "Rcpp_CONEC"
CPG

Rcpp module: CPG
dqp

Creating a member object of the reference-class DQP
gp

Geometric program
cps

Solving a convex program
ctrl

Creating objects of reference-class CTRL
Rcpp_DLP-class

Class "Rcpp_DLP"
Rcpp_DQP-class

Class "Rcpp_DQP"
getFoo

Extractor methods for reference class objects
Rcpp_CTRL-class

Class "Rcpp_CTRL"
Rcpp_DCP-class

Class "Rcpp_DCP"
CPD-class

Class "CPD"
cccp

Solving linear and quadratic programs with cone constraints
Rcpp_PDV-class

Class "Rcpp_PDV"
Rcpp_CPS-class

Class "Rcpp_CPS"
Rcpp_DNL-class

Class "Rcpp_DNL"
dcp

Creating a member object of the reference-class DCP
l1

Minimizing L1-norm