package

# r-ECOSolveR

Description

Embedded Conic Solver in R.

Description
R interface to the Embedded COnic Solver (ECOS), an efficient and robust C library for convex problems. Conic and equality constraints can be specified in addition to integer and boolean variable constraints for mixed-integer problems. This R interface is inspired by the python interface and has similar calling conventions.

# ECOSolveR

Embedded Conic Solver in R. This is an R wrapper around the ecos project on GitHub which describes ECOS as below.

ECOS is a numerical software for solving convex second-order cone programs (SOCPs) of type

$$\mbox{Minimize } c'x \mbox{ such that } {\mathbf Ax} = {\mathbf b} \mbox{ and } {\mathbf G \mathbf x},, \leq_{\mathbf K},, {\mathbf h}$$ where the last inequality is generalized, that is, ${\mathbf h}-\mathbf{Gx}$ belongs to the cone ${\mathbf K}$.

ECOS supports the positive orthant ${\mathbf R}_+$, second-order cones ${\mathbf Q}_n$ defined as

$${\mathbf Q}_n = \bigl{ (t,{\mathbf x}) | t >= \lVert{\mathbf x}\rVert_2 \bigr}$$

with $t$ a scalar and ${\mathbf x} \in {\mathbf R}_{n-1}$, and the exponential cone ${\mathbf K}_e$ defined as

$$\mathbf{K}_e = \mbox{closure} \bigl{ (x,y,z) | exp(x/z) <= y/z, z>0 \bigr},$$

where $(x,y,z) \in {\mathbf R}^3$.

The cone ${\mathbf K}$ is therefore a direct product of the positive orthant, second-order, and exponential cones:

$${\mathbf K} = {\mathbf R}+ \times {\mathbf Q}{n_1} \times \cdots \times {\mathbf Q}_{n_N} \times {\mathbf K}_e \times \cdots \times {\mathbf K}_e.$$

## Further Details

Note that the ECOS C language sources are included here. Changes to the original source are clearly delineated for easy reference.

### Version

0.5.4

Unknown

### Platforms71 (71)

Darwin
FreeBSD 13
Genode
GHCJS
Linux
MMIXware
NetBSD
none
OpenBSD
Redox
Solaris
WASI
Windows
Show all
• aarch64-darwin
• aarch64-genode
• aarch64-linux
• aarch64-netbsd
• aarch64-none
• aarch64_be-none
• arm-none
• armv5tel-linux
• armv6l-linux
• armv6l-netbsd
• armv6l-none
• armv7a-darwin
• armv7a-linux
• armv7a-netbsd
• armv7l-linux
• armv7l-netbsd
• avr-none
• i686-cygwin
• i686-darwin
• i686-freebsd13
• i686-genode
• i686-linux
• i686-netbsd
• i686-none
• i686-openbsd
• i686-windows
• javascript-ghcjs
• loongarch64-linux
• m68k-linux
• m68k-netbsd
• m68k-none
• microblaze-linux
• microblaze-none
• microblazeel-linux
• microblazeel-none
• mips64el-linux
• mipsel-linux
• mipsel-netbsd
• mmix-mmixware
• msp430-none
• or1k-none
• powerpc-netbsd
• powerpc-none
• powerpc64-linux
• powerpc64le-linux
• powerpcle-none
• riscv32-linux
• riscv32-netbsd
• riscv32-none
• riscv64-linux
• riscv64-netbsd
• riscv64-none
• rx-none
• s390-linux
• s390-none
• s390x-linux
• s390x-none
• vc4-none
• wasm32-wasi
• wasm64-wasi
• x86_64-cygwin
• x86_64-darwin
• x86_64-freebsd13
• x86_64-genode
• x86_64-linux
• x86_64-netbsd
• x86_64-none
• x86_64-openbsd
• x86_64-redox
• x86_64-solaris
• x86_64-windows
mnos-build-web-prod-20230506T105712Z-2f940cd