/qp

Barrier methods for quadratic programs, project done as part of the course on Convex Optimization by Alexandre d'Aspremont. Written in JAX.

Primary LanguagePython

Quadratic program solver in Jax

This is a simple parallel quadratic program solver in Jax (with full history search, although it is not memory-optimized). It implements a Newton descent algorithm with backtracking line search.

Project done as part of the course Convex Optimization by Alexandre d'Aspremont.