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cccp

Description

This package contains routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms have been partially ported from the Python-module of cvxopt, which has been released under GPL 3 or newer (see cvxopt for more information).

For more information and references see the package's documentation and the file README (contained in the package).

Documentation

The current documentation can be downloaded as pdf-file here.

Download

The package is hosted on CRAN and development versions can be installed from R-Forge or from GitHub. The CRAN release of the package can also be downloaded from this site in its source or binary form.

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