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A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method. At present it is limited to the solution of strictly convex quadratic programs.
The project has moved to GitHub (https://github.com/liuq/QuadProgpp).
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MathematicsLicense
GNU Library or Lesser General Public License version 3.0 (LGPLv3)Follow QuadProg++
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