Package: cccp 0.3-3

cccp: Cone Constrained Convex Problems

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 <https://cvxopt.org> for more information).

Authors:Bernhard Pfaff [aut, cre], Lieven Vandenberghe [cph], Martin Andersen [cph], Joachim Dahl [cph]

cccp_0.3-3.tar.gz
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manual.pdf |manual.html
card.svg |card.png
cccp/json (API)

# Install 'cccp' in R:
install.packages('cccp', repos = c('https://bpfaff.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/bpfaff/cccp/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

6.44 score 18 stars 7 packages 27 scripts 5.4k downloads 1 mentions 32 exports 2 dependencies

Last updated from:9a855476b2. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK194
linux-devel-x86_64OK185
source / vignettesOK228
linux-release-arm64OK194
linux-release-x86_64OK190
macos-release-arm64OK171
macos-release-x86_64OK254
macos-oldrel-arm64OK164
macos-oldrel-x86_64OK333
windows-develOK232
windows-releaseOK197
windows-oldrelOK191
wasm-releaseOK142

Exports:cccpCONECcpsCPSctrlCTRLdcpDCPdlpDLPdnlDNLdqpDQPgetnitergetparamsgetsgetstategetstatusgetxgetygetzgpgppl1nlfcnnocPDVpsdcrprppsocc

Dependencies:RcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
Solving linear and quadratic programs with cone constraintscccp
Rcpp module: CPGCONEC CPG CPS CTRL DCP DLP DNL DQP gpp PDV rpp
Solving a convex programcps cps,Rcpp_DCP,Rcpp_CTRL-method cps,Rcpp_DLP,Rcpp_CTRL-method cps,Rcpp_DNL,Rcpp_CTRL-method cps,Rcpp_DQP,Rcpp_CTRL-method
Creating objects of reference-class CTRLctrl
Creating a member object of the reference-class 'DCP'dcp
Creating a member object of the reference-class 'DLP'dlp
Creating a member object of the reference-class 'DNL'dnl
Creating a member object of the reference-class 'DQP'dqp
Extractor methods for reference class objectsgetniter getniter,Rcpp_CPS-method getparams getparams,Rcpp_CTRL-method gets gets,Rcpp_CPS-method gets,Rcpp_PDV-method getstate getstate,Rcpp_CPS-method getstatus getstatus,Rcpp_CPS-method getx getx,Rcpp_CPS-method getx,Rcpp_PDV-method gety gety,Rcpp_CPS-method gety,Rcpp_PDV-method getz getz,Rcpp_CPS-method getz,Rcpp_PDV-method
Geometric programgp
Minimizing L1-norml1
Definition of nonlinear inequality constraintsnlfc
Definition of linear inequality constraintsnnoc
Definition of positive semidefinite cone inequality constraintspsdc
Class '"Rcpp_CONEC"'Rcpp_CONEC-class
Class '"Rcpp_CPS"'Rcpp_CPS-class
Class '"Rcpp_CTRL"'Rcpp_CTRL-class
Class '"Rcpp_DCP"'Rcpp_DCP-class
Class '"Rcpp_DLP"'Rcpp_DLP-class
Class '"Rcpp_DNL"'Rcpp_DNL-class
Class '"Rcpp_DQP"'Rcpp_DQP-class
Class '"Rcpp_PDV"'Rcpp_PDV-class
Risk-parity optimizationrp
Definition of second-oder cone inequality constraintssocc