Quadratic Programming Solver

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  • License: GNU General Public License v2 or later (GPLv2+) (GPLv2+)
  • Author: Robert T. McGibbon
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Minimize 1/2 x^T G x - a^T x

Subject to C.T x >= b

This routine uses the the Goldfarb/Idnani dual algorithm [1].

References

  1. D. Goldfarb and A. Idnani (1983). A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming, 27, 1-33.

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  • License: GNU General Public License v2 or later (GPLv2+) (GPLv2+)
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Release history Release notifications | RSS feed

0.1.13

0.1.12

This version

0.1.11

0.1.10 yanked

Reason this release was yanked:

Suffers from https://github.com/quadprog/quadprog/issues/32

0.1.9

0.1.8

0.1.7

0.1.6

0.1.5

0.1.4

0.1.3

0.1.2

0.1.1

0.1.0

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