Convex Optimization in R

Convex Optimization in R

Convex optimization now plays an essential role in many facets of statistics. We briefy survey some recent developments and describe some implementations of some methods in R.



The paper is available in pdf. It was written for a forthcoming special issue of J. of Statistical Software on optimization. The associated R package REBayes is available from CRAN.




Comments are, of course, always welcome.