Quadratic Programming problems (QP)#

Problem statement#

Minimize:

\[\frac{1}{2} x' C x + d' x\]

subject to:

\[\begin{split}\begin{eqnarray*} A(j)*x + b(j) = 0 & , & j=1,...,me \\ A(j)*x + b(j) >= 0 & , & j=me+1,...,m \\ xl <= x <= xu \end{eqnarray*}\end{split}\]

Available solvers#

The qp pack is not yet implemented. The only available function is ql0001() (fortran subroutine).