Package: piqp 0.2.2

Balasubramanian Narasimhan

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.

Authors:Balasubramanian Narasimhan [aut, cre], Roland Schwan [aut, cph], Yuning Jiang [aut], Daniel Kuhn [aut], Colin N. Jones [aut]

piqp_0.2.2.tar.gz
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piqp.pdf |piqp.html
piqp/json (API)

# Install 'piqp' in R:
install.packages('piqp', repos = c('https://predict-epfl.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/predict-epfl/piqp-r/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

3.74 score 11 scripts 154 downloads 4 exports 5 dependencies

Last updated 1 years agofrom:593ca2532b. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-win-x86_64OKNov 12 2024
R-4.5-linux-x86_64OKNov 12 2024
R-4.4-win-x86_64OKNov 12 2024
R-4.4-mac-x86_64OKNov 12 2024
R-4.4-mac-aarch64OKNov 12 2024
R-4.3-win-x86_64OKNov 12 2024
R-4.3-mac-x86_64OKNov 12 2024
R-4.3-mac-aarch64OKNov 12 2024

Exports:piqppiqp_settingssolve_piqpstatus_description

Dependencies:latticeMatrixR6RcppRcppEigen

PIQP Solver Interface

Rendered frompiqp.Rmdusingknitr::rmarkdownon Nov 12 2024.

Last update: 2023-08-08
Started: 2023-07-30