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CVXR is an R package that provides an object-oriented modeling language forconvex optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allowsthe user to formulate convex optimization problems in a natural mathematicalsyntax rather than the restrictive form required by most solvers. The userspecifies an objective and set of constraints by combining constants,variables, and parameters using a library of functions with known mathematicalproperties. CVXR then applies signed disciplined convex programming (DCP) toverify the problem's convexity. Once verified, the problem is converted intostandard conic form using graph implementations and passed to a cone solversuch as ECOS or SCS. We demonstrate CVXR's modeling framework with severalapplications.

CVXR: An R Package for Disciplined Convex Optimization