piqp: R Interface to Proximal Interior Point Quadratic Programming Solver

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.

Version:	0.6.2
Imports:	Matrix, methods, Rcpp, S7
LinkingTo:	Rcpp, RcppEigen
Suggests:	knitr, rmarkdown, slam, tinytest
Published:	2026-02-18
DOI:	10.32614/CRAN.package.piqp
Author:	Balasubramanian Narasimhan [aut, cre], Roland Schwan [aut, cph], Yuning Jiang [aut], Daniel Kuhn [aut], Colin N. Jones [aut]
Maintainer:	Balasubramanian Narasimhan <naras at stanford.edu>
BugReports:	https://github.com/PREDICT-EPFL/piqp-r/issues
License:	BSD_2_clause + file LICENSE
URL:	https://predict-epfl.github.io/piqp-r/
NeedsCompilation:	yes
SystemRequirements:	C++17
Citation:	piqp citation info
Materials:	README, NEWS
In views:	Optimization
CRAN checks:	piqp results

Documentation:

Reference manual:	piqp.html , piqp.pdf
Vignettes:	PIQP Solver Interface (source, R code)

Downloads:

Package source:	piqp_0.6.2.tar.gz
Windows binaries:	r-devel: piqp_0.6.2.zip, r-release: piqp_0.6.2.zip, r-oldrel: piqp_0.6.2.zip
macOS binaries:	r-release (arm64): piqp_0.6.2.tgz, r-oldrel (arm64): piqp_0.6.2.tgz, r-release (x86_64): piqp_0.6.2.tgz, r-oldrel (x86_64): piqp_0.6.2.tgz
Old sources:	piqp archive

Reverse dependencies:

Reverse enhances:

CVXR

Linking:

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