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piqp
View on CRAN: Click
here
Download and install piqp package within the R console
Install from CRAN:
install.packages("piqp")
Install from Github:
library("remotes")
install_github("cran/piqp")
Install by package version:
library("remotes")
install_version("piqp", "0.2.2")
Attach the package and use:
library("piqp")
Maintained by
Balasubramanian Narasimhan
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-14
Latest Update: 2023-08-14
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) . 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.
How to cite:
Balasubramanian Narasimhan (2023). piqp: R Interface to Proximal Interior Point Quadratic Programming Solver. R package version 0.2.2, https://cran.r-project.org/web/packages/piqp
Previous versions and publish date:
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Other R packages that piqp depends,
imports, suggests or enhances
Functions, R codes and Examples using
the piqp R package
Some associated functions: piqp-package . piqp . piqp_model . piqp_settings . solve_piqp . status_description .
Some associated R codes: RcppExports.R . piqp-package.R . piqp.R . solve_piqp.R . sparse.R . Full piqp package functions and examples
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