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.
To run the profiling, you'll need to install the quadratic programming libraries
osqp. With the exception of
ipoptr, these packages can be installed with
install.package. Details on install
ipoptr can be found here.
You can run the scripts from the command line with:
git clone https://github.com/rwalk/rBenchmarkQP cd rBenchmarkQP
Then from within