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 <> for more information).


Reference manual

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0.2-4 by Bernhard Pfaff, 4 years ago

Browse source code at

Authors: Bernhard Pfaff [aut, cre] , Lieven Vandenberghe [cph] (copyright holder of cvxopt) , Martin Andersen [cph] (copyright holder of cvxopt) , Joachim Dahl [cph] (copyright holder of cvxopt)

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 3) license

Imports Rcpp

Depends on methods

Suggests RUnit, numDeriv

Linking to Rcpp, RcppArmadillo

Imported by optiSolve.

Depended on by FRAPO.

See at CRAN