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quadprogpp's Introduction

QuadProg++

A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method.

At present it is limited to the solution of strictly convex quadratic programs.

Previous versions of the project were hosted on sourceforge.

Test

  • Build library
mkdir build && cd build
cmake ..
make -j4
  • Install library (optional)
make install
  • Run the example
./main

Contribution

Contributions and bug fixes are welcome.

Copyright (C) 2007-2016 Luca Di Gaspero, MIT License.

References

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

quadprogpp's People

Contributors

esquires avatar harrysummer avatar hlindberg avatar huelj avatar jia-xinyu avatar liuq avatar yuki-koyama avatar

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