Convex Optimization in R Using CVXR

A hands-on tutorial on disciplined convex optimization in R with CVXR, prepared for useR! 2026 (Warsaw).

Authors: Anqi Fu, Balasubramanian Narasimhan, Stephen Boyd.

This is a Quarto book. It targets CVXR 1.9.1 and uses CRAN solvers only.

The earlier (2019, CVXR 1.x, bookdown) tutorial is preserved on the useR2019 branch.

For participants

1. Install R ≥ 4.3.0 and a recent IDE --- RStudio or Positron.

2. Get the materials (this repository):

   • RStudio: File → New Project → Version Control → Git, paste https://github.com/bnaras/cvxr_tutorial.git, then open cvxr-tutorial-2026.Rproj.
   • Positron: Command Palette → Git: Clone → paste the same URL → open the folder.
   • Terminal: git clone https://github.com/bnaras/cvxr_tutorial.git
   • No Git: Code → Download ZIP on the repo page and unzip.

   You also need the Quarto CLI (≥ 1.4) to render chapters or the whole book. RStudio bundles Quarto; Positron and terminal users install it once from that link. (Running individual code chunks needs no render step.)

3. Install the packages (CRAN only):

   # Solvers (CVXR auto-pulls clarabel, osqp, scs, highs)
   install.packages(c("CVXR", "scip", "Uno", "sparsediff"))
   # Helpers used by the examples
   install.packages(c("ggplot2", "tidyr", "nnls", "glmnet",
                      "boot", "png", "bench"))
   

4. Check your setup:

   source("setup_check.R")     # or:  Rscript setup_check.R
   

   It verifies your R version and packages and runs a tiny solve on each solver, reporting PASS/FAIL. The core hands-on chapters need only CVXR + the helpers; scip/Uno/sparsediff power two end-of-book demonstrations.

5. Work through the chapters by running the code chunks in RStudio.

Building the book (authors)

# install.packages("quarto")  # the R wrapper, if needed
quarto::quarto_render()        # or, in a terminal:  quarto render

Requires the Quarto CLI (≥ 1.4). For PDF output you also need a LaTeX install (e.g. tinytex::install_tinytex()); HTML needs no LaTeX. Rendered output goes to _book/.

Repository layout

Path	What
index.qmd	Preface
01-…–16-…qmd	Chapters (see _quarto.yml for the structure)
setup_check.R	Pre-tutorial environment check
_check_status.R	Helper sourced by example chunks
references.bib, cvxr.bib	Bibliography
custom.scss	Theme (shared with the CVXR website)
figures/	Reused figures

License

See LICENSE.