Package: piqp 0.6.2
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:
piqp_0.6.2.tar.gz
piqp_0.6.2.zip(r-4.7)piqp_0.6.2.zip(r-4.6)piqp_0.6.2.zip(r-4.5)
piqp_0.6.2.tgz(r-4.6-x86_64)piqp_0.6.2.tgz(r-4.6-arm64)piqp_0.6.2.tgz(r-4.5-x86_64)piqp_0.6.2.tgz(r-4.5-arm64)
piqp_0.6.2.tar.gz(r-4.7-arm64)piqp_0.6.2.tar.gz(r-4.7-x86_64)piqp_0.6.2.tar.gz(r-4.6-arm64)piqp_0.6.2.tar.gz(r-4.6-x86_64)
piqp_0.6.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
piqp/json (API)
NEWS
| # Install 'piqp' in R: |
| install.packages('piqp', repos = c('https://predict-epfl.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/predict-epfl/piqp-r/issues
Pkgdown/docs site:https://predict-epfl.github.io
Last updated from:bbbfa43a2f. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 152 | ||
| linux-devel-x86_64 | OK | 154 | ||
| source / vignettes | OK | 212 | ||
| linux-release-arm64 | OK | 157 | ||
| linux-release-x86_64 | OK | 150 | ||
| macos-release-arm64 | OK | 197 | ||
| macos-release-x86_64 | OK | 240 | ||
| macos-oldrel-arm64 | OK | 166 | ||
| macos-oldrel-x86_64 | OK | 294 | ||
| windows-devel | OK | 198 | ||
| windows-release | OK | 143 | ||
| windows-oldrel | OK | 158 | ||
| wasm-release | OK | 111 |
Exports:get_dimsget_settingspiqppiqp_modelpiqp_settingssolve_piqpstatus_descriptionupdate_settings
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Get dimensions of a PIQP model | get_dims |
| Get settings of a PIQP model | get_settings |
| Convert a plain matrix or simple triplet form matrix to a Matrix::dgCMatrix (implicit) form | make_csc_matrix |
| Convert a plain matrix or simple triplet form matrix to a Matrix::dsCMatrix (implicit, upper) form | make_csc_symm_matrix |
| PIQP Solver object | piqp |
| The PIQP Solver Model Class | piqp_model |
| Settings parameters with default values and types in parenthesis | piqp_settings |
| PIQP Solver | solve_piqp |
| Return the solver status description string | status_description |
| Update settings of a PIQP model | update_settings |
