https://github.com/cvxgrp/cvxr

An R modeling language for convex optimization problems.

https://github.com/cvxgrp/cvxr

Science Score: 57.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
    Found 3 DOI reference(s) in README
  • Academic publication links
  • Committers with academic emails
    1 of 9 committers (11.1%) from academic institutions
  • Institutional organization owner
    Organization cvxgrp has institutional domain (www.stanford.edu)
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (18.3%) to scientific vocabulary

Keywords from Contributors

automl distributed ensemble-learning gbm h2o h2o-automl hadoop naive-bayes pca
Last synced: 7 months ago · JSON representation

Repository

An R modeling language for convex optimization problems.

Basic Info
  • Host: GitHub
  • Owner: cvxgrp
  • License: apache-2.0
  • Language: R
  • Default Branch: master
  • Homepage: https://cvxr.rbind.io/
  • Size: 23.6 MB
Statistics
  • Stars: 209
  • Watchers: 21
  • Forks: 32
  • Open Issues: 24
  • Releases: 10
Created over 10 years ago · Last pushed over 1 year ago
Metadata Files
Readme Changelog License

README.Rmd



# CVXR 
[![R-CMD-check](https://github.com/cvxgrp/CVXR/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/cvxgrp/CVXR/actions/workflows/R-CMD-check.yaml)
[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/CVXR)](https://cran.r-project.org/package=CVXR)
[![](https://cranlogs.r-pkg.org/badges/CVXR)](https://CRAN.R-project.org/package=CVXR)

CVXR 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)](https://web.stanford.edu/~boyd/papers/pdf/disc_cvx_prog.pdf) 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](https://github.com/embotech/ecos) or
[SCS](https://github.com/cvxgrp/scs).

CVXR includes several open source solvers in addition to the default
OSQP, ECOS and SCS. Recent (1.x+) versions also include support for
commercial solvers such as [MOSEK](https://www.mosek.com),
[GUROBI](https://www.gurobi.com) and
[CPLEX](https://www.ibm.com/products/ilog-cplex-optimization-studio/cplex-optimizer).

For details and examples, we refer you to [Fu, Narasimhan,
Boyd](https://dx.doi.org/10.18637/jss.v094.i14) (2020). If you use
CVXR in your work, please cite this reference. (The R command
`citation("CVXR", bibtex = TRUE)` will also give you a
bibtex-formatted entry.)

## Installation

This package is now released on CRAN, so you can install the current
released version as you would any other package for R, version 3.4
and higher. (`CVXR` is known to work with earlier versions of R too,
but we don't check our releases against older versions of R.)

```{r, eval = FALSE}
install.packages('CVXR', repos = "https://CRAN.R-project.org")
```

Development versions can be installed from the Github repository
assuming you have the development tools
for R available, including the C compilers etc. Execute:

```{r, eval = FALSE}
library(devtools)
install_github("cvxgrp/CVXR")
```

## Tutorial

A number of tutorial examples are available on the [CVXR
website](https://cvxr.rbind.io) along with links to our useR! 2019
short-course.


Owner

  • Name: Stanford University Convex Optimization Group
  • Login: cvxgrp
  • Kind: organization
  • Location: Stanford, CA

GitHub Events

Total
  • Create event: 2
  • Release event: 1
  • Issues event: 9
  • Watch event: 6
  • Delete event: 1
  • Issue comment event: 9
  • Push event: 13
  • Pull request event: 1
Last Year
  • Create event: 2
  • Release event: 1
  • Issues event: 9
  • Watch event: 6
  • Delete event: 1
  • Issue comment event: 9
  • Push event: 13
  • Pull request event: 1

Committers

Last synced: 11 months ago

All Time
  • Total Commits: 805
  • Total Committers: 9
  • Avg Commits per committer: 89.444
  • Development Distribution Score (DDS): 0.714
Past Year
  • Commits: 23
  • Committers: 1
  • Avg Commits per committer: 23.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
anqif a****f@s****u 230
Balasubramanian Narasimhan b****s@g****m 228
Anqi Fu a****7@g****m 190
dwkang@stanford.edu d****3@g****m 84
anqif a****i@0****m 33
anqi a****i@h****i 25
PaulRosenfield P****d 12
Angela Fu A****u 2
Torben Tvedebrink t****k 1
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 7 months ago

All Time
  • Total issues: 74
  • Total pull requests: 41
  • Average time to close issues: 6 months
  • Average time to close pull requests: 4 days
  • Total issue authors: 57
  • Total pull request authors: 5
  • Average comments per issue: 1.78
  • Average comments per pull request: 0.1
  • Merged pull requests: 37
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 6
  • Pull requests: 0
  • Average time to close issues: 2 days
  • Average time to close pull requests: N/A
  • Issue authors: 5
  • Pull request authors: 0
  • Average comments per issue: 1.0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • hwborchers (4)
  • flodel (4)
  • ghost (3)
  • btaute (3)
  • karldw (3)
  • harryprince (2)
  • benubah (2)
  • ahsen1402 (2)
  • EMTRANSLATEUR355 (2)
  • alexrwatson (2)
  • denizalp (1)
  • mmorinosd (1)
  • aszekMosek (1)
  • C4lv1n5 (1)
  • georgios-vassos1 (1)
Pull Request Authors
  • bnaras (47)
  • aszekMosek (1)
  • tvedebrink (1)
  • klin333 (1)
  • dkang9503 (1)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads: unknown
  • Total dependent packages: 2
  • Total dependent repositories: 0
  • Total versions: 2
conda-forge.org: r-cvxr
  • Versions: 2
  • Dependent Packages: 2
  • Dependent Repositories: 0
Rankings
Dependent packages count: 19.5%
Average: 26.8%
Dependent repos count: 34.0%
Last synced: 8 months ago

Dependencies

DESCRIPTION cran
  • R >= 3.4.0 depends
  • Rcplex * enhances
  • Rglpk * enhances
  • Rmosek * enhances
  • cccp * enhances
  • gurobi * enhances
  • rcbc * enhances
  • ECOSolveR >= 0.5.4 imports
  • Matrix * imports
  • R6 * imports
  • Rcpp >= 0.12.12 imports
  • Rmpfr * imports
  • bit64 * imports
  • gmp * imports
  • methods * imports
  • osqp * imports
  • scs >= 3.0 imports
  • stats * imports
  • covr * suggests
  • knitr * suggests
  • nnls * suggests
  • rmarkdown * suggests
  • slam * suggests
  • testthat * suggests
.github/workflows/R-CMD-check.yaml actions
  • actions/cache v2 composite
  • actions/checkout v2 composite
  • actions/upload-artifact main composite
  • r-lib/actions/setup-pandoc v1 composite
  • r-lib/actions/setup-r v1 composite