/qpgi

Implementation of the Goldfarb-Idnani dual algorithm for strictly convex QPs

Primary LanguageCMake

A vanilla implementation of the Goldfarb-Idnani dual algorithm for strictly convex QPs of the form

	minimize   0.5*x'*H*x + x'*h
	subject to C*x <= c

Notes:

  1. I wouldn't trust this solver if I were you (it hasn't been properly tested). Essentially, it summarizes a week of work and I doubt that I would have time to develop it any further.

  2. It relies on the Eigen library.

  3. I have borrowed ideas about code structure from qpmad.