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.
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.
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.