quadprog


Namequadprog JSON
Version 0.1.13 PyPI version JSON
download
home_pagehttps://github.com/quadprog/quadprog
SummaryQuadratic Programming Solver
upload_time2024-10-24 16:58:58
maintainerNone
docs_urlNone
authorRobert T. McGibbon
requires_python>=3.9
licenseGPLv2+
keywords
VCS
bugtrack_url
requirements No requirements were recorded.
Travis-CI No Travis.
coveralls test coverage No coveralls.
            Minimize     1/2 x^T G x - a^T x

Subject to   C.T x >= b

This routine uses the the Goldfarb/Idnani dual algorithm [1].

References
----------
1) D. Goldfarb and A. Idnani (1983). A numerically stable dual
   method for solving strictly convex quadratic programs.
   Mathematical Programming, 27, 1-33.

            

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