Expand description
Active Set method for convex Quadratic Programming.
Solves: minimize 1/2 x^T H x + c^T x subject to: A_ineq x <= b_ineq, A_eq x = b_eq, l <= x <= u.
Requires H to be positive semi-definite (convex QP).
Author: Moussa Leblouba Date: 8 February 2026 Modified: 2 May 2026
Structs§
- QPOptions
- Options for the QP solver.
Functions§
- active_
set_ qp_ solve - Solve a convex QP using the primal active set method.