r-piqp 0.6.2
Channel: guix-cran
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