r-cran-ecosolver

Embedded Conic Solver in R
  https://cran.r-project.org/package=ECOSolveR
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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.