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.
- Build library
mkdir build && cd build
cmake ..
make -j4
- Install library (optional)
make install
- Run the example
./main
Contributions and bug fixes are welcome.
Copyright (C) 2007-2016 Luca Di Gaspero, MIT License.
D. Goldfarb, A. Idnani. A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming 27 (1983) pp. 1-33.