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.
Contributions and bug fixes are welcome.
Copyright (C) 2006 Luca Di Gaspero, MIT License.