Disciplined Convex Programming in R using Convex.jl.
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Dec 18, 2018 - R
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convex-optimization
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R interface for OSQP
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Jun 8, 2024 - R
Sharpe ratio portfolio maximization by way of quadratic programming.
statistics time-series portfolio-optimization sharpe-ratio quantitative-finance quadprog quadratic-programming convex-optimization
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May 21, 2017 - R
Convex Optimization Applied to Energy Storage Dispatch
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May 11, 2020 - R
This is the accompanying repository for "Implementation Convex Optimization in R: Two Econometric Examples"
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Mar 30, 2020 - R
Fast and flexible models for extremal events.
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May 29, 2023 - R
R package for computing optimal regression designs under second-order least-squares estimator
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Jun 4, 2025 - R
Parser for CVXR to solve the Gaussian MLE problem with added constraints.
semidefinite-programming convex-optimization gaussian-quadrature gaussian-distribution semidefinite-optimization
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Jan 19, 2022 - R
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