Optimisation with Continuous Convex Piecewise (Linear and Quadratic) Functions

Continuous convex piecewise linear (ccpl) resp. quadratic (ccpq) functions can be implemented with sorted breakpoints and slopes. This includes functions that are ccpl (resp. ccpq) on a convex set (i.e. an interval or a point) and infinite out of the domain. These functions can be very useful for a large class of optimisation problems. Efficient manipulation (such as log(N) insertion) of such data structure is obtained with map standard template library of C++ (that hides balanced trees). This package is a wrapper on such a class based on Rcpp modules.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ConConPiWiFun") by Robin Girard, a year ago

Browse source code at https://github.com/cran/ConConPiWiFun

Authors: Robin Girard

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on methods, graphics, Rcpp

Linking to Rcpp

See at CRAN