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pyQP

pyQP module for quadratic optimization problem.

This is a simple swig package of Quadprog++ (http://quadprog.sourceforge.net/). Some modifications have been made on the source code to be compatible with the swig procedure. A simple example is presented to show how to use the package.

Install

To install this package, you need numpy, swig, g++ (and python-dev?). then, open a terminal and run:

python setup.py install

or

python setup.py install --user

if you have no administration rights.

Contribution

Contributions and bug fixes are welcome.

Copyright (C) 2007-2016 Luca Di Gaspero, MIT License.

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Swig of QuadProg++, quadratic solver using an active-set dual method.

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