Quadratic Programming

Release: 1.0

Date: 18 June 2024

Author: Jaroslav Fowkes and Nick Gould

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are eight packages designed to solve quadratic programming problems of various kinds.

Contents

• BQP - bound-constrained quadratic programming using a preconditioned, projected-gradient method
• BQPB - bound-constrained quadratic programming using an interior-point method
• CQP - convex quadratic programming using an interior-point method
• CRO - crossover from an interior-point to basic solution for convex quadratic programming
• DQP - convex quadratic programming using a dual active-set method
• EQP - equality-constrained quadratic programming using an iterative method
• LSQP - linear or separable convex quadratic programming using an interior-point trust-region method
• QPA - non-convex quadratic programming using an active-set method
• QPB - non-convex quadratic programming using an interior-point method

References

[1]

Gould, N. I. M., Orban, D., & Toint, Ph. L. (2003). GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Transactions on Mathematical Software (TOMS), 29(4), 353-372.