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osqp - Quadratic Programming Solver using the 'OSQP' Library

Provides bindings to the 'OSQP' solver. The 'OSQP' solver is a numerical optimization package for solving convex quadratic programs written in 'C' and based on the alternating direction method of multipliers. See <doi:10.48550/arXiv.1711.08013> for details.

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admmconvex-optimizationlassomachine-learningoperator-splittingquadratic-programmingcpp

10.49 score 16 stars 84 dependents 171 scripts 15k downloads

clarabel - Interior Point Conic Optimization Solver

A versatile interior point solver that solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs), semidefinite programs (SDPs), and problems with exponential and power cone constraints (<https://clarabel.org/stable/>). For quadratic objectives, unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE) model, Clarabel handles quadratic objective without requiring any epigraphical reformulation of its objective function. It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions. Infeasible problems are detected using using a homogeneous embedding technique.

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rustcargoopenblas

8.87 score 11 stars 49 dependents 10 scripts 12k downloads

Uno - R Interface to the 'Uno' Nonlinear Optimization Solver

Bindings to 'Uno' (Unifying Nonlinear Optimization), a C++ solver for smooth nonlinearly constrained optimization. 'Uno' unifies Lagrange-Newton methods, including sequential quadratic programming and interior-point methods, by decomposing them into interacting building blocks (constraint-relaxation, inequality-handling, Hessian, and globalization strategies) that can be freely combined, either through options or through presets that reproduce established solvers such as 'filterSQP' and 'IPOPT'. The framework is described in Vanaret and Leyffer (2024) <doi:10.48550/arXiv.2406.13454>.

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openblascpp

4.40 score 1 stars 7 scripts 558 downloads

piqp - R Interface to Proximal Interior Point Quadratic Programming Solver

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.

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cpp

4.38 score 1 stars 1 dependents 16 scripts 434 downloads

diffcp - Differentiating Through Cone Programs

A port of the 'python' 'diffcp' package. Computes the derivative of the optimal solution map of a convex cone program, treating the program as an implicit function of its data (constraint matrix, offset, objective coefficients, and optionally a quadratic), mirroring Agrawal et al. (2019) <doi:10.48550/arXiv.1904.09043>.

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cpp

4.30 score 660 downloads

scip - Interface to the SCIP Optimization Suite

Provides an R interface to SCIP (Solving Constraint Integer Programs), a framework for mixed-integer programming (MIP), mixed-integer nonlinear programming (MINLP), and constraint integer programming (2025, <doi:10.48550/arXiv.2511.18580>). Supports linear, quadratic, SOS, indicator, and knapsack constraints with continuous, binary, and integer variables. Includes a one-shot solver interface and a model-building API for incremental problem construction.

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cppopenmp

4.30 score 1 stars 8 scripts 664 downloads

sparsediff - R Interface to the 'SparseDiffEngine' Sparse Differentiation Backend

Bindings for the 'SparseDiffEngine' C library, the sparse Jacobian and Hessian differentiation backend used by 'CVXPY' for its Disciplined Nonlinear Programming (DNLP) extension. Provides low-level routines for building nonlinear expression graphs and evaluating sparse derivatives, intended as a backend for higher-level modeling layers such as 'CVXR'. This is the R analog of the 'sparsediffpy' Python package and wraps the same C library.

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openblascpp

4.00 score 431 downloads

gurobi - Gurobi Optimizer Interface Stub

Stub package for the Gurobi Optimizer R interface. The full 'gurobi' R package is distributed by Gurobi Optimization (<https://www.gurobi.com/>) and requires a Gurobi license. This stub exists so that packages listing 'gurobi' in Enhances can pass CRAN checks. Install the real package from Gurobi.

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3.86 score 1.4k scripts

xpress - XPRESS Solver Interface Stub

Stub package for the XPRESS Solver R interface. The full 'xpress' R package is distributed by FICO (<https://www.fico.com/>) and requires a license (free community license available). This stub exists so that packages listing 'xpress' in Enhances can pass CRAN checks. Install the real package from FICO.

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1.70 score 2 scripts