piqp_model

An S7 class wrapping the PIQP C++ Solver. Users will never
need to directly create instances of this class and should use the
more user-friendly functions <code>piqp()</code> and <code>solve_piqp()</code>.

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

piqp_model function

<dl><dt>solver_ptr</dt>
<dd>external pointer to the C++ solver object</dd>
<dt>dims</dt>
<dd>a named list with elements <code>n</code>, <code>p</code>, and <code>m</code></dd>
<dt>dense_backend</dt>
<dd>logical flag indicating if the dense solver is used</dd></dl>

Arguments

The PIQP Solver Model Class — piqp_model

<dl>

<dt>solver_ptr</dt>
<dd>external pointer to the C++ solver object</dd>


<dt>dims</dt>
<dd>a named list with elements <code>n</code>, <code>p</code>, and <code>m</code></dd>


<dt>dense_backend</dt>
<dd>logical flag indicating if the dense solver is used</dd>

</dl>

piqp_model: The PIQP Solver Model Class

Description

Usage

Arguments