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qpSolve
Solves convex or non-convex quadratic programming problems.
Main features
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Implements an
active-set method by Holmström, using
directions of negative curvature to proceed
for indefinite problems.
It converges to a local minimum for indefinite
quadratic programs.
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Explicit treatment
of both inequality and equality
constraints, as well as lower and upper bounds
on the variables (simple bounds).
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Handles sparse Matlab arrays.
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Crash basis saving and warm start handling.
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To find an initial feasible point the Phase 1
LP problem is solved using any Tomlab solver (selectable).
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