Quadratic Programming Solver using the 'OSQP' Library

Provides bindings to the 'OSQP' solver. The 'OSQP' solver is a numerical optimization package or solving convex quadratic programs written in 'C' and based on the alternating direction method of multipliers. See for details.


image

image

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 <= u

where 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.

Documentation

The interface is documented here.

News

Version 0.5.0 (10 December 2018) OSQP 0.5.0

  • Updated OSQP to version 0.5.0

Version 0.4.1 (25 September 2018) OSQP 0.4.1

  • Updated OSQP to version 0.4.1

Version 0.4.0 (25 July 2018) OSQP 0.4.0

  • Updated OSQP version

Version 0.3.1 (11 June 2018) OSQP 0.3.1

  • First release on CRAN with new name

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("osqp")

0.6.0.2 by Paul Goulart, 12 days ago


https://www.osqp.org


Browse source code at https://github.com/cran/osqp


Authors: Bartolomeo Stellato [aut, ctb, cph] , Goran Banjac [aut, ctb, cph] , Paul Goulart [cre, aut, ctb, cph] , Stephen Boyd [aut, ctb, cph] , Eric Anderson [ctb]


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


Apache License 2.0 | file LICENSE license


Imports Rcpp, methods, Matrix, R6

Suggests testthat

Linking to Rcpp


Imported by optweight.


See at CRAN