The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

piqp: R Interface to Proximal Interior Point Quadratic Programming Solver

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.

Version: 0.2.2
Imports: Matrix, methods, R6, Rcpp
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown, slam, tinytest
Published: 2023-08-14
DOI: 10.32614/CRAN.package.piqp
Author: Balasubramanian Narasimhan [aut, cre], Roland Schwan [aut, cph], Yuning Jiang [aut], Daniel Kuhn [aut], Colin N. Jones [aut]
Maintainer: Balasubramanian Narasimhan <naras at stanford.edu>
BugReports: https://github.com/PREDICT-EPFL/piqp-r/issues
License: BSD_2_clause + file LICENSE
URL: https://predict-epfl.github.io/piqp-r/
NeedsCompilation: yes
Citation: piqp citation info
Materials: README
In views: Optimization
CRAN checks: piqp results

Documentation:

Reference manual: piqp.pdf
Vignettes: PIQP Solver Interface

Downloads:

Package source: piqp_0.2.2.tar.gz
Windows binaries: r-devel: piqp_0.2.2.zip, r-release: piqp_0.2.2.zip, r-oldrel: piqp_0.2.2.zip
macOS binaries: r-release (arm64): piqp_0.2.2.tgz, r-oldrel (arm64): piqp_0.2.2.tgz, r-release (x86_64): piqp_0.2.2.tgz, r-oldrel (x86_64): piqp_0.2.2.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=piqp to link to this page.

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.