make_csc_symm_matrix

Convert a plain matrix or simple triplet form matrix to a <a href="/link/Matrix%3A%3AdsCMatrix?package=piqp&version=0.6.2" data-mini-rdoc="piqp::Matrix::dsCMatrix">Matrix::dsCMatrix</a> (implicit, upper) form

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.

Balasubramanian Narasimhan

piqp

R Interface to Proximal Interior Point Quadratic Programming
Solver

Roland Schwan

Yuning Jiang

Daniel Kuhn

Colin N. Jones

make_csc_symm_matrix function

<dl><dt>m</dt>
<dd>a matrix or a simple triplet form matrix</dd></dl>

Arguments

Convert a plain matrix or simple triplet form matrix to a <a href='https://rdrr.io/pkg/Matrix/man/dsCMatrix-class.html'>Matrix::dsCMatrix</a> (implicit, upper) form

Convert a plain matrix or simple triplet form matrix to a Matrix::dsCMatrix (implicit, upper) form — make_csc_symm_matrix

<dl>

<dt>m</dt>
<dd>a matrix or a simple triplet form matrix</dd>

</dl>

Convert a plain matrix or simple triplet form matrix to a <a href='https://rdrr.io/pkg/Matrix/man/dsCMatrix-class.html'>Matrix::dsCMatrix</a> (implicit, upper) form

Convert a plain matrix or simple triplet form matrix to a <a href="/link/Matrix%3A%3AdsCMatrix?package=piqp&version=0.6.2" data-mini-rdoc="piqp::Matrix::dsCMatrix">Matrix::dsCMatrix</a> (implicit, upper) form

make_csc_symm_matrix: Convert a plain matrix or simple triplet form matrix to a Matrix::dsCMatrix (implicit, upper) form

Description

Usage

Value

Arguments