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

Package details

LicenseGPL (>= 2.0)
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 repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
fnoorian/quadprogpp documentation built on May 16, 2019, 1:49 p.m.