shengwen-tw/libqpsolver: A quadratic programming solver library written in C

A quadratic programming solver library written in C

A quadratic programming solver library written in C Algorithm The libqpsolver use Primal Interior Point Method to solve quadratic programming problems based on Chapter 9 to 11 of Convex Optimization by Stephen Boyd and Lieven Vandenberghe Features Support solving quadratic programming problems with or without equality, inequality, lower bound and upper bound constraints Based on Primal Interrior Point Method Support infeasible start with basic phase1 method (Not yet been fully tested) Based on Intel Math Kernel Libray (Planed to support OpenBLAS in the future) Caveats The solver is…

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• Ekene Ezeunala

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