Introduction In our previous blog post, we introduced CVXR, an R package for disciplined convex optimization. The package allows one to describe an optimization problem with Disciplined Convex Programming rules using high level mathematical syntax. Passing this problem definition along (with a list of constraints, if any) to the solve function transforms it into a form that can be handed off to a solver. The default installation of CVXR comes with two (imported) open source solvers:

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