CVXR swMATH ID: 22020 Software Authors: Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd Description: CVXR: An R Package for Disciplined Convex Optimization. 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 standard 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. Once verified, the problem is converted into standard conic form using graph implementations and passed to a cone solver such as ECOS or SCS. We demonstrate CVXR’s modeling framework with several applications. Homepage: https://cran.r-project.org/web/packages/CVXR/index.html Source Code: https://github.com/cran/CVXR Dependencies: R Keywords: Computation; arXiv stat.CO; arXiv; R Package; Disciplined Convex Optimization; Convex Optimization; Optimization; Regression; Penalized Regression; Isotonic Regression Related Software: CVX; CVXPY; R; ECOS; YALMIP; Mosek; GitHub; SCS; Gurobi; robustbase; SciPy; OSQP; CVXPortfolio; Julia; ROI; CRAN; RobStatTM; GLIM; astsa; NumPy Cited in: 24 Documents all top 5 Cited by 63 Authors 7 Boyd, Stephen Poythress 2 Agrawal, Akshay 2 Busseti, Enzo 2 Kalogridis, Ioannis 2 Moehle, Nicholas 2 Zhang, Yi 2 Zhao, Jun 1 Amato, Umberto 1 Ang, Andrew 1 Angeris, Guillermo 1 Antoniadis, Anestis 1 Baek, Seungchul 1 Bai, Manying 1 Banerjee, Trambak 1 Barratt, Shane T. 1 Bühlmann, Peter 1 Cardoso, José Vinícius de M. 1 Chen, Xiaowei 1 Chong, Wing Fung 1 De Feis, Italia 1 Diamond, Steven 1 Ding, Hao 1 Dryden, Ian L. 1 Feng, Runhuan 1 Gajdoš, Andrej 1 Gijbels, Irène 1 Hanc, Jozef 1 Hancova, Martina 1 Hirshberg, David A. 1 Kim, Yewon 1 Kochenderfer, Mykel J. 1 Kook, Lucas 1 Lee, Jongsoo 1 Lee, Sokbae 1 Li, Xiang 1 Liao, Yuan 1 Liu, Feng 1 Liu, Qiang 1 Moursi, Walaa M. 1 Mukherjee, Gourab 1 Palomar, Daniel Pérez 1 Park, Junyong 1 Preston, Simon P. 1 Qin, Shanshan 1 Seo, Myunghwan 1 Severn, Katie E. 1 Shin, Youngki 1 Sick, Beate 1 Sun, Wengunag 1 Tuck, Jonathan E. 1 Van Aelst, Stefan 1 Vozáriková, Gabriela 1 Wager, Stefan 1 Wang, Jiandong 1 Wang, Tiandong 1 Wu, Yuehua 1 Wytock, Matt 1 Yan, Guan’ao 1 Yan, Jun 1 Ying, Jiaxi 1 Yuan, Yelie 1 Zhang, Linfeng 1 Zhang, Panpan all top 5 Cited in 18 Serials 3 Statistics and Computing 2 Statistical Papers 2 Journal of Machine Learning Research (JMLR) 2 Optimization Letters 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Insurance Mathematics & Economics 1 Journal of Statistical Computation and Simulation 1 Computational Optimization and Applications 1 Test 1 Journal of Nonparametric Statistics 1 Journal of Applied Statistics 1 Optimization and Engineering 1 Statistical Methods and Applications 1 The Annals of Applied Statistics all top 5 Cited in 7 Fields 17 Statistics (62-XX) 9 Operations research, mathematical programming (90-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Combinatorics (05-XX) 2 Computer science (68-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Citations by Year