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Provides R-bindings to OSQP: the Operator Splitting QP Solver.
The OSQP (Operator Splitting Quadratic Program) solver is a numerical optimization package for solving problems in the form
minimize 0.5 x' P x + q' x
subject to l <= A x <= uwhere x in R^n is the optimization variable. The
objective function is defined by a positive semidefinite matrix
P in S^n_+ and vector q in R^n. The linear
constraints are defined by matrix A in R^{m x n} and
vectors l in R^m U {-inf}^m,
u in R^m U {+inf}^m.
The interface is documented here.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.