Re: [ojAlgo-user] What method does ojalgo use in QuadraticSolver

[Anders P. <an...@op...>]

http://en.wikipedia.org/wiki/Quadratic_programming#Solution_methods

It's a plain Lagrange solver.

If there are inequality constraints it uses an active set strategy, and if there are any integer constraints on the variables everything is wrapped in a branch-and-bound algorithm.

There are plenty of books and on-line resources covering this. Just google for it.

/Anders


On 13 okt 2011, at 06:00, Tin Nguyen Chi wrote:

> Hi,
> 
> I'd like to ask about the method ojalgo use to solve the quadratic programming. It would be great if a reference (paper or book) so I can look for more details
> 
> Thanks a lot
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