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).

Documentation

Manual: cccp.pdf
Vignette: None available.

Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>

Author(s): Bernhard Pfaff*, Lieven Vandenberghe* (copyright holder of cvxopt), Martin Andersen* (copyright holder of cvxopt), Joachim Dahl* (copyright holder of cvxopt)

Install package and any missing dependencies by running this line in your R console:

install.packages("cccp")

Depends R (>= 3.0.1), methods
Imports Rcpp(>=0.11.2)
Suggests RUnit, numDeriv
Enhances
Linking to Rcpp, RcppArmadillo
Reverse
depends
FRAPO
Reverse
imports
optiSel
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package cccp
Materials
URL
Task Views Optimization
Version 0.2-4
Published 2015-02-10
License GPL (>= 3)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks cccp check results
Package source cccp_0.2-4.tar.gz