GitHub - osqp/osqp-r: R interface for OSQP (original) (raw)
R interface for OSQP
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 vectorq in R^n
. The linear constraints are defined by matrixA 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.