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).