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rwalk

data analysis, software, and other

Month: October 2018

Sparse quadratic programming with osqp

In the past, I wrote frequently about quadratic programming especially in R, for example here and here. It’s been a while and at least one great new library has emerged since my last post on quadratic programming — OSQP. OSQP introduces a new technique called operator splitting which offers significant performance improvements over standard interior… Read More Sparse quadratic programming with osqp

2018-10-062019-12-26 rwalkLeave a comment

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