Benchmark Problems and Analysis for Quadratic Programming in R
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README.md

rBenchmarkQP

Benchmark Problems and Analysis for Quadratic Programming in R

This is a collection of simple scripts for profiling several quadratic programming libraries in R. Details are available in this blog post.

Prerequisites

To run the profiling, you'll need to install the quadratic programming libraries quadprog, kernlab, ipoptr and osqp. With the exception of ipoptr, these packages can be installed with install.package. Details on install ipoptr can be found here.

Running

You can run the scripts from the command line with:

git clone https://github.com/rwalk/rBenchmarkQP
cd rBenchmarkQP

Then from within R, execute:

source("profile.R")