quadprogpp-package: Quadratic Programming++ for R.
In fnoorian/quadprogpp: Quick Quadratic Programming Solver in C++
quadprogpp-package R Documentation
Quadratic Programming++ for R.
Description
This package provides a fast Quadratic Programming implementation in R.
It wraps eiquadprog c++ library with RcppEigen R package.
Details
Package: quadprogpp
Type: Package
Version: 1.1
Date: 2015-03-08
License: GNU GPL v2.0 or later
Author(s)
Maintainer: Farzad Noorian <farzad.noorian@sydney.edu.au>
References
eiquadprog is a modified version of uQuadProg++ library, working with
Eigen data structures. See http://www.labri.fr/perso/guenneba/code/QuadProg/.
Copyright (2011) Benjamin Stephens and (2010) Gael Guennebaud.
uQuadProg++ is itself a port made by Angelo Furfaro of QuadProg++ originally
developed by Luca Di Gaspero, working with ublas data structures.
See http://www.diegm.uniud.it/digaspero/index.php?page=software.
Copyright (2008) Angelo Furfaro and (2006) Luca Di Gaspero.
Implementations are based on the dual method by Goldfarb and Idnani:
D. Goldfarb and A. Idnani (1982).
Dual and Primal-Dual Methods for Solving Strictly Convex Quadratic Programs.
In J. P. Hennart (ed.), Numerical Analysis,
Springer-Verlag, Berlin, 226–239.
D. Goldfarb and A. Idnani (1983).
A numerically stable dual method for solving strictly convex quadratic programs.
Mathematical Programming, 27, 1–33.
See Also
QP.Solve
fnoorian/quadprogpp documentation built on Aug. 21, 2024, 2:02 a.m.
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| quadprogpp-package | R Documentation |
Quadratic Programming++ for R.
Description
This package provides a fast Quadratic Programming implementation in R. It wraps eiquadprog c++ library with RcppEigen R package.
Details
| Package: | quadprogpp |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2015-03-08 |
| License: | GNU GPL v2.0 or later |
Author(s)
Maintainer: Farzad Noorian <farzad.noorian@sydney.edu.au>
References
eiquadprog is a modified version of uQuadProg++ library, working with Eigen data structures. See http://www.labri.fr/perso/guenneba/code/QuadProg/. Copyright (2011) Benjamin Stephens and (2010) Gael Guennebaud.
uQuadProg++ is itself a port made by Angelo Furfaro of QuadProg++ originally developed by Luca Di Gaspero, working with ublas data structures. See http://www.diegm.uniud.it/digaspero/index.php?page=software. Copyright (2008) Angelo Furfaro and (2006) Luca Di Gaspero.
Implementations are based on the dual method by Goldfarb and Idnani:
D. Goldfarb and A. Idnani (1982). Dual and Primal-Dual Methods for Solving Strictly Convex Quadratic Programs. In J. P. Hennart (ed.), Numerical Analysis, Springer-Verlag, Berlin, 226–239.
D. Goldfarb and A. Idnani (1983). A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming, 27, 1–33.
See Also
QP.Solve
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