Skip to content
master
Go to file
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
src
 
 
 
 
 
 
 
 

README.md

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.

Install

To build the library simply go through the cmake .; make; make install cycle.

In order to use it, you will be required to include in your code file the Array.hh header, which contains a handy C++ implementation of Vectors and Matrices.

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.

About

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

Resources

License

Packages

No packages published
You can’t perform that action at this time.