The R implementation of osqp via the sparse matrices in the Matrix package is fab. However, this is not quite right:
osqpSettings(eps_rel = 1e-6)
ell ← 1e-6
osqpSettings(eps_rel = ell)
Error in as.numeric(l) :
cannot coerce type ‘symbol’ to vector of type ‘double’
Unf I cannot get into the underlying R code to see where the problem is.