Speaker: Anqi Fu

CVXR: An R Package for Modeling Convex Optimization Problems

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 […]

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