Skip to content

Release 0.3.2#44

Merged
wspringer merged 1 commit intomainfrom
knope/release
Jun 17, 2025
Merged

Release 0.3.2#44
wspringer merged 1 commit intomainfrom
knope/release

Conversation

@knope-bot
Copy link
Contributor

@knope-bot knope-bot bot commented Jun 17, 2025

Important

Merging this pull request will create this release

Features

Add quadratic objective support for convex QP problems

Added support for quadratic programming (QP) problems, allowing optimization of quadratic objectives of the form minimize c^T x + 0.5 x^T Q x. The quadratic matrix Q can be specified in either dense or sparse format, and must be positive semidefinite for convexity. This enhancement enables solving portfolio optimization, least squares, and other convex QP problems. Note that mixed-integer quadratic programming (MIQP) is not supported - only continuous variables are allowed with quadratic objectives.

@wspringer wspringer merged commit 30dcd76 into main Jun 17, 2025
4 checks passed
@knope-bot knope-bot bot deleted the knope/release branch June 17, 2025 10:14
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant