https://github.com/osqp/osqp-r

R interface for OSQP
https://github.com/osqp/osqp-r

admm convex-optimization lasso machine-learning operator-splitting quadratic-programming r

Last synced: 9 months ago
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R interface for OSQP

• Host: GitHub
• URL: https://github.com/osqp/osqp-r
• Owner: osqp
• License: apache-2.0
• Created: 2018-04-04T14:37:11.000Z (about 8 years ago)
• Default Branch: master
• Last Pushed: 2024-06-08T05:30:11.000Z (about 2 years ago)
• Last Synced: 2025-06-18T21:40:32.537Z (about 1 year ago)
• Topics: admm, convex-optimization, lasso, machine-learning, operator-splitting, quadratic-programming, r
• Language: R
• Homepage: https://osqp.org/
• Size: 166 KB
• Stars: 13
• Watchers: 5
• Forks: 7
• Open Issues: 6
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# R interface for OSQP

[![R-CMD-check](https://github.com/osqp/osqp-r/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/osqp/osqp-r/actions/workflows/R-CMD-check.yaml)

[![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/osqp)](https://cran.r-project.org/package=osqp)

[![](https://cranlogs.r-pkg.org/badges/osqp)](https://CRAN.R-project.org/package=osqp)

Provides R-bindings to [OSQP](https://osqp.org/): 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`.

## Documentation

The interface is documented [here](https://osqp.org/).