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This repo contains a C++ implementation of the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of a dual method.
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This repo contains different C++ implementations of the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of a dual method.
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The problem is in the form:
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min 0.5 * x G x + g0 x
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s.t.
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CE^T x + ce0 = 0
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CI^T x + ci0 >= 0
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There are 3 implementations:
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-`eiquadprog.hpp`: the original C++ implementation
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-`eiquadprog-fast.hpp`: an improved version employing a wrapper, avoiding dynamic memory allocation
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-`eiquadprog-rt.hpp`: similar to the above, it employs fixed-size Eigen vectors. This requires the problem dimensions to be known at compile time and is recommended only for small problems.
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Please refer to the unit tests for examples of usage.
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## Authors
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[Eiquadprog](https://github.com/stack-of-tasks/eiquadprog) was created at LAAS-CNRS by Gabriele Buondonno, based on
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