math/py-quadprog
Solve a strictly convex quadratic program
- Directory:
- math/py-quadprog (package's history)
- Package version:
- py38-quadprog-0.1.6r2
- Home page:
- https://github.com/rmcgibbo/quadprog
- License:
- gnu-gpl-v2
- Source archive:
- Description:
- Solve a strictly convex quadratic program 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]. References ---------- ... [1] D. Goldfarb and A. Idnani (1983). A numerically stable dual method for solving strictly convex quadratic programs. Mathematical Programming, 27, 1-33.
- Run dependencies:
- libstdc++, py38-cython>=0.20.0, py38-numpy>=1, py38-setuptools
- Build dependencies:
- digest>=20080510, g++>=3, gcc>=3, pax, pkg_install>=20110805.12, python38>=3.8<3.9, tnftp>=20130505~ssl
- General options:
- c++-compiler alternatives:
- c-compiler alternatives:
- python alternatives: