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, 'ADMM'. B. Stellato, G. Banjac, P. Goulart, A. Bemporad, S. Boyd (2018) .



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.


The interface is documented here.


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

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0.5.0 by Bartolomeo Stellato, 4 months ago

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

Authors: Bartolomeo Stellato [cre, aut, ctb, cph] , Goran Banjac [aut, ctb, cph] , Paul Goulart [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

See at CRAN