Convex Optimization in R by convexjlr
The aim of package convexjlr is to provide optimization results rapidly and reliably in R once you formulate your problem as a convex problem. Having this in mind, we write this vignette in a problem-oriented style. The vignette will walk you through several examples using package convexjlr : Lasso; Logistic regression; Support Vector Machine (SVM); Smallest circle covering multiple points. Although these problems already have mature solutions, the purpose here is to show the wide application of convex optimization and how you can use convexjlr to deal with them easily and extendably. Some of the examples here are of statistics nature (like Lasso and logistic regression), and some of the examples here are of machine-learning nature (like SVM), they may be appealing to readers with certain backgrounds. If you don’t know either of this, don’t be afraid, the smallest circle problem requires no certain background knowledge. We hope you can get ideas for how to use convexjlr ...