Minimize 1/2 x^T G x - a^T x
Subject to C.T x >= b
This routine uses the the Goldfarb/Idnani dual algorithm [1].
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Quadratic Programming Solver
We found that quadprog demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 4 open source maintainers collaborating on the project.
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