fnoorian/quadprogpp: Quick Quadratic Programming Solver in C++
A fast quadratic programming solver is implemented using C++ solver library QuadProg++ and Eigen linear algebra C++ templates, which is optimised by explicit vectorisation for SSE2/3/4. The solver is 4x to 5x faster than the Fortran based quadprog (as of version 1.5-5), as shown in the benchmarks included in the demos.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2.0) |
| Version | 1.1-0 |
| URL | https://github.com/fnoorian/quadprogpp http://www.diegm.uniud.it/digaspero/index.php?page=software http://www.labri.fr/perso/guenneba/code/QuadProg/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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