Embedded Conic Solver in R

R interface to the Embedded COnic Solver (ECOS), an efficient and robust C library for convex problems. Conic and equality constraints can be specified in addition to integer and boolean variable constraints for mixed-integer problems. This R interface is inspired by the python interface and has similar calling conventions.


Reference manual

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0.4 by Balasubramanian Narasimhan, a month ago


Report a bug at https://github.com/bnaras/ECOSolveR/issues

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

Authors: Anqi Fu [aut], Balasubramanian Narasimhan [aut, cre]

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 3) license

Imports Matrix

Suggests knitr, rmarkdown, testthat

System requirements: GNU make

Imported by CVXR, ROI.plugin.ecos, optiSel.

See at CRAN