01-getting-started.Rmd

# Getting Started 

The following are prerequisites.

- A recent R installation (version 3.5.x and up) will do. However, we
  highly recommend 3.6.0+ so as to avoid any unforeseen problems with `CVXR`.

- [`CVXR`](https://cran.r-project.org/package=CVXR) version 1.0-11,
  which can be installed like any other package from
  [CRAN](https://cran.r-project.org).

- An IDE/editing environment such as [Rstudio](https://rstudio.com),
  [Emacs](https://www.gnu.org/software/emacs/), or equivalent. If you
  use Emacs, we recommend the version packaged and distributed by
  [Vincent Goulet](https://vgoulet.act.ulaval.ca/en/home/) as it
  includes many useful modes. (We find, however, that recent versions
  of these Emacs binaries do not include `poly-R` or the
  `poly-markdown` packages by default; you'll have to install them
  like any other Emacs package.)
  
- All the additional libraries that are used in this tutorial. The
  following code snippet in your R session will install them for you.
  
```{r, eval = FALSE}
required_packages  <- c("tidyr",
                        "ggplot2",
                        "nnls",
                        "ISLR",
                        "glmnet",
                        "isotone",
                        "profvis",
                        "dplyr",
                        "survey",
                        "expm",
                        "RColorBrewer",
                        "kableExtra")
install.packages(required_packages)
```

## Solver Prerequisites 

`CVXR` comes with open source solvers, and most of the tutorial will
use these _built-in_ open source solvers. However, we will discuss use
of commercial solvers, [MOSEK](https://www.mosek.com) and
[GUROBI](https://www.gurobi.com) in particular. These are optional and
not necessary for the tutorial.

If, however, you wish to follow along, you will need to install the
(binary) solver packages provided by the vendors. Luckily, academic
and evaluation single user licenses are available for free.

Ensure you have the R development tools installed:
  [Xcode](https://developer.apple.com/xcode/) on Macs,
  [Rtools](http://cran.r-project.org/bin/windows/Rtools/) on
  Windows.

### MOSEK

1. Follow the [general
setup](https://docs.mosek.com/9.0/install/index.html) instructions.

2. Obtain an [evaluation or personal academic
license](https://docs.mosek.com/9.0/licensing/quickstart.html#i-don-t-have-a-license-file-yet).

3. Follow the [instructions
provided](https://docs.mosek.com/9.0/rmosek/install-interface.html#system-requirements)
to install the `Rmosek` package.

4. Ensure that you can run any one of the [R examples](https://docs.mosek.com/9.0/rmosek/optimization-tutorials.html). 

### GUROBI

1. Download [GUROBI optimizer version
8.1.1](http://www.gurobi.com/downloads/gurobi-optimizer). You will
have to register for an account and accept the license agreement.

2. Obtain an [evaluation or academic licence](http://www.gurobi.com/downloads/licenses/license-center).

3. Install the GUROBI R package using [these
instructions](http://www.gurobi.com/documentation/8.1/quickstart_mac/r_installing_the_r_package.html).

4. Ensure that you can run any one of the [R
examples](http://www.gurobi.com/documentation/8.1/examples/r_examples.html).