uQuadProg is a C++ routine for solving quadratic programming problems. It implements the Goldfarb-Idnani algorithm. uQuadProg is a porting of the QuadProg++ package (developed by Luca Di Gaspero) working with uBlas data structures for vectors and matrices instead of native C++ arrays.
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LICENSE
README.md
example.C
uquadprog.hpp

README.md

uQuadProg

uQuadProg is a C++ routine for solving quadratic programming problems. It implements the Goldfarb-Idnani active-set dual method.
uQuadProg is a porting of the QuadProg++ package (developed by Luca Di Gaspero) working with uBlas data structures for vectors and matrices instead of native C++ arrays.

Contribution

Contributions and bug fixes are welcome.

Copyright (C) 2006 Luca Di Gaspero, MIT License.

Copyright (C) 2006 - 2017 Angelo Furfaro, LGPL v3.