herculesabqp 0.1.2

A convex box-constrained quadratic programming solver with warm starts and active-set polishing.
Documentation 
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import numpy as np
import scipy.sparse as sp

import herculesabqp


def main() -> None:
    q = sp.csr_matrix(
        np.array(
            [
                [4.0, 1.0, 0.0],
                [1.0, 3.0, 0.0],
                [0.0, 0.0, 2.0],
            ],
            dtype=np.float64,
        )
    )
    c = np.array([-1.0, -0.5, -0.25], dtype=np.float64)
    lb = np.zeros(3, dtype=np.float64)
    ub = np.ones(3, dtype=np.float64)

    result = herculesabqp.solve_box_qp(
        q,
        c,
        lb,
        ub,
        assume_symmetric=True,
        scaling="hessian_diag",
    )

    print(f"objective = {result['objective']:.8f}")
    print(f"x = {result['x']}")


if __name__ == "__main__":
    main()