Cone Constrained Convex Problems
Solving linear and quadratic programs with cone constraints
Class "CPD"
Solving a convex program
Creating objects of reference-class CTRL
Creating a member object of the reference-class DCP
Creating a member object of the reference-class DLP
Creating a member object of the reference-class DNL
Creating a member object of the reference-class DQP
Extractor methods for reference class objects
Geometric program
Minimizing L1-norm
Definition of nonlinear inequality constraints
Definition of linear inequality constraints
Definition of positive semidefinite cone inequality constraints
Class "Rcpp_CONEC"
Rcpp module: CPG
Class "Rcpp_CPS"
Class "Rcpp_CTRL"
Class "Rcpp_DCP"
Class "Rcpp_DLP"
Class "Rcpp_DNL"
Class "Rcpp_DQP"
Class "Rcpp_PDV"
Risk-parity optimization
Definition of second-oder cone inequality constraints
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 <https://cvxopt.org> for more information).