Re: [Quantlib-dev] quadratic programming

[Alan K. <kin...@gm...>]

It may be too heavy-weight for your application, but there is a high-quality
open-source optimization project at http://www.coin-or.org/.  Mark's email
suggests quadratic constraints are required.  If this is the case, then
probably you would need the IPOPT package.  Check it out and if its unclear
and you want to know more I'd be happy to make the introductions.

Alan