jia-xinyu / QuadProgpp

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

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.

Test

• Build library

mkdir build && cd build
cmake ..
make -j4

• Install library (optional)

make install

• Run the example

./main

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.