DAQP is a dual active-set solver that solves convex quadratic programs in the form
minimize 0.5 x' H x + f' x
subject to l <= x <= u
bl <= Ax <= bu.
The code is written in C and is library free. DAQP can be interfaced to C, Julia, MATLAB, and Python.
See Documentation for an installation guide and basic use of the interfaces.
@article{arnstrom2021dual,
title={A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates},
author={Arnstr{\"o}m, Daniel and Bemporad, Alberto and Axehill, Daniel},
journal={arXiv preprint arXiv:2103.16236},
year={2021}
}