Package: rlppinv 2.0.0

Ilya Bolotov

rlppinv: Linear Programming via Regularized Least Squares

The Linear Programming via Regularized Least Squares (LPPinv) is a two-stage estimation method that reformulates linear programs as structured least-squares problems. Based on the Convex Least Squares Programming (CLSP) framework, LPPinv solves linear inequality, equality, and bound constraints by (1) constructing a canonical constraint system and computing a pseudoinverse projection, followed by (2) a convex-programming correction stage to refine the solution under additional regularization (e.g., Lasso, Ridge, or Elastic Net). LPPinv is intended for underdetermined and ill-posed linear problems, for which standard solvers fail.

Authors:Ilya Bolotov [aut, cre]

rlppinv_2.0.0.tar.gz
rlppinv_2.0.0.zip(r-4.7-any)rlppinv_2.0.0.zip(r-4.6-any)rlppinv_2.0.0.zip(r-4.5-any)
rlppinv_2.0.0.tgz(r-4.6-any)rlppinv_2.0.0.tgz(r-4.5-any)
rlppinv_2.0.0.tar.gz(r-4.7-any)rlppinv_2.0.0.tar.gz(r-4.6-any)
rlppinv_2.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rlppinv/json (API)

# Install 'rlppinv' in R:
install.packages('rlppinv', repos = c('https://econcz.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/econcz/rlppinv/issues

On CRAN:

Conda:

convex-optimizationgeneralized-inverseleast-squareslinear-programingregularization

3.40 score 1 stars 275 downloads 1 exports 16 dependencies

Last updated from:e334995db7. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK124
source / vignettesOK193
linux-releaseOK110
macos-releaseOK73
macos-oldrelOK97
windows-develOK67
windows-releaseOK81
windows-oldrelOK74
wasm-releaseOK126

Exports:lppinv

Dependencies:backportscheckmateclarabelcliCVXRgmphighslatticeMatrixosqprclspRcppRcppEigenS7scsslam