The DuQuad optimization toolbox attempts to solve a quadratic programming problem on the form:
min 0.5*z'*H*z + c'*z,
z
s.t.
lb_hat <= Az - b <= ub_hat
lb <= z <= ub
The program is written in C, but utilizes a Matlab interface.
This folder contains the c-code for the algorithms, a makefile (make.m) for compiling a mex file, and a matlab-file (duquad.m) which run the program. The program has only been compiled in linux. An example file is also included to get started.
The doc repository contains a user manual and documentation of the code. However, for better code documentation go to: http://sverrkva.github.io/duquad_doc_ccode/
This folder contains the duquad program written in matlab. An example file is included to get started
Project webpage and more information: http://sverrkva.github.io/duquad/