Hesen Peng <hesen.peng <at> gmail.com> writes: > > Hi my R buddies, > > I'm trying to solve a specific group of convex optimization in R. The > admissible region is the inside and surface of a multi-dimensional > eclipse area and the goal function is the sum of absolution values of > the variables. Could any one please tell me whether there's a package > in R to do this? Thank you very much,
To my knowledge there does not exist a designated R package for convex optimization. Also, in the Optimization task view the AMS nomenclature 90C25 for "Convex programming" (CP) is not mentioned. On the other hand, this task view may give you some ideas on how to solve your problem with one of the available optimization packages. For instance, a problem including sums of absolute values can be modeled as a linear program with mixed integer variables (MILP). There is a free module for 'disciplined' convex optimization, CVX, that can be integrated with Matlab or Python. Hopefully, there will be a CVX R package in the future (as has been announced/promised). Hans Werner Borchers ABB Corporate Research > Best wishes, > > -- > Hesen Peng > http://hesen.peng.googlepages.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
