R Interface to Proximal Interior Point Quadratic Programming Solver R package piqp version 0.6.2 CRAN Task View: Optimization (https://CRAN.R-project.org/view=Optimization) 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. Software Imports: Matrix, methods, Rcpp, S7 LinkingTo: Rcpp, RcppEigen Suggests: knitr, rmarkdown, slam, tinytest Balasubramanian Narasimhan <naras@stanford.edu> Comprehensive R Archive Network (CRAN) Balasubramanian Narasimhan [aut, cre], Roland Schwan [aut, cph], Yuning Jiang [aut], Daniel Kuhn [aut], Colin N. Jones [aut] BSD_2_clause + file LICENSE (https://CRAN.R-project.org/package=piqp/LICENSE) 2026-02-18 application/tgz https://CRAN.R-project.org/package=piqp doi:10.32614/CRAN.package.piqp