Provides R-bindings to OSQP: 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 <= uwhere 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.
The interface is documented here.