Quadratic Programming Solver
Project description
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
D. Goldfarb and A. Idnani (1983). A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming, 27, 1-33.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
quadprog-0.1.7.tar.gz
(18.0 kB
view details)
File details
Details for the file quadprog-0.1.7.tar.gz
.
File metadata
- Download URL: quadprog-0.1.7.tar.gz
- Upload date:
- Size: 18.0 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/1.13.0 pkginfo/1.5.0.1 requests/2.21.0 setuptools/41.0.1 requests-toolbelt/0.9.1 tqdm/4.31.1 CPython/3.7.1
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 | f308b9a4f0368c956fd48e480dfadad7a9497ed7c1bb3059a2777b7deb4fbff9 |
|
MD5 | 21706eeb9c4af3de19a384817114983d |
|
BLAKE2b-256 | 5af0d4c8866f5d14dfa1a441439f5ce0d2680844651772129c431e78caadfe10 |