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      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
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/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-piqp 0.6.2
Propagated dependencies: r-s7@0.2.1 r-rcppeigen@0.3.4.0.2 r-rcpp@1.1.1 r-matrix@1.7-4
Channel: guix-cran
Location: guix-cran/packages/p.scm (guix-cran packages p)
Home page: https://predict-epfl.github.io/piqp-r/
Licenses: FreeBSD
Build system: r
Synopsis: R Interface to Proximal Interior Point Quadratic Programming Solver
Description:

An embedded proximal interior point quadratic programming solver, which can solve dense and sparse quadratic programs, described in Schwan, Jiang, Kuhn, and Jones (2023) <doi:10.48550/arXiv.2304.00290>. Combining an infeasible interior point method with the proximal method of multipliers, the algorithm can handle ill-conditioned convex quadratic programming problems without the need for linear independence of the constraints. The solver is written in header only C++ 14 leveraging the Eigen library for vectorized linear algebra. For small dense problems, vectorized instructions and cache locality can be exploited more efficiently. Allocation free problem updates and re-solves are also provided.

Total packages: 1