mohamad-amin / ConstrainedOptimization-QP

Constrained optimization algorithms (log barrier and interior point methods) for a Quadratic Program

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ConstrainedOptimization-QP

Constrained optimization algorithms (log barrier and interior point methods) for a Quadratic Program. This is my last homework for optimization course under supervision of Dr. Maryam Amirmazlaghani at AUT.

I implemented log barrier and interior point methods for solving a quadratic program problem with an equality constraint. The implementations of these algorithms are available in algorithms.py and the sample usage and diagrams are available in example_usage.ipynb.

More info about the algorithms and QPs are found here:

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Constrained optimization algorithms (log barrier and interior point methods) for a Quadratic Program

License:MIT License


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