drdv / QuadProgpp

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

This repository contains QuadProg++ solver with my modifications:

• added optional support for Eigen, which results in a better performance almost identical to eiQuadProg (which is under more restrictive GPL license);

• added Octave interface (it should work with MATLAB too);

• a number of minor optimizations and refactoring.

You are free to use this version of the solver under the terms of the MIT license.

I am not planning to support or develop QuadProg++ any further - I am going to focus on my own implementation of the algorithm instead:

https://github.com/asherikov/qpmad

You can find the contents of the original README file below.

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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.