/al_quadprog

Pure numpy quadratic programming solver (using an augmented Lagrangian algorithm)

Primary LanguagePython

al_quadprog

Pure numpy quadratic programming solver.

Meant to be a drop-in replacement for the awesome but sometimes hard to install quadprog package. Runs a bit slower than quadprog, but if installing quadprog gives you problems, this tool should be a nice temporary workaround.