update_settings

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

update_settings function

<dl><dt>model</dt>
<dd>A <code>piqp_model</code> object</dd>
<dt>...</dt>
<dd>not used</dd></dl>

Arguments

Update settings of a PIQP model — update_settings

<dl>

<dt>model</dt>
<dd>A <code>piqp_model</code> object</dd>


<dt>...</dt>
<dd>not used</dd>

</dl>

Update settings of a PIQP model

update_settings: Update settings of a PIQP model

Description

Usage

Value

Arguments