I want advice on CVXR Usage for Convex Optimization Problems

1

Hello there,

I am exploring CVXR for my convex optimization projects & am eager to leverage its full potential. I have faced a few challenges where i need your advice.

What are the best practices for setting up CVXR in R for someone who is just getting started? There are any functions or libraries I should focus on initially??

What are some common mistakes to avoid when formulating optimization problems with CVXR? Any tips on how to debug issues that may arise during the modeling process??

As well, I found these resources when doing research on this; https://ask.cvxr.com/t/convex-optimization-problem-using-two-sdpgcp-interview-ques. If anyone have any resources, tutorials or personal experiences please share with me, It would be greatly appreciated!

Thank you… :smiley:

2

Unfortunately (or maybe not) this is not a forum about CVXR in R but about CVX in Matlab, so you will not find technical help here specifically related to CVXR in R.

As far as modeling is concerned CVXR, CVX, CVXPY, JuMP, Yalmip, and other modeling tools, as well as many solvers are fully or partially based on the Disciplined Convex Programming paradigm and you can find the same general tips, debugging suggestions, modeling hints etc. in their documentation, examples, books.