ConConPiWiFun: Optimisation with Continuous Convex Piecewise (Linear and
Quadratic) Functions
Continuous convex piecewise linear (ccpl) resp. quadratic (ccpq) functions can be implemented with sorted breakpoints and slopes. This includes functions that are ccpl (resp. ccpq) on a convex set (i.e. an interval or a point) and infinite out of the domain. These functions can be very useful for a large class of optimisation problems. Efficient manipulation (such as log(N) insertion) of such data structure is obtained with map standard template library of C++ (that hides balanced trees). This package is a wrapper on such a class based on Rcpp modules.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=ConConPiWiFun
to link to this page.