QPOPT is implemented in Fortran 77 and distributed as source code. It is intended for any machine with a reasonable amount of memory and a Fortran compiler. It may be
called from a driver program (typically in Fortran, C or MATLAB). QPOPT may also be used as a stand-alone package.
If your quadratic is positive definite or semi definite (typically x'A'Ax + linear terms) you may want to consider .
The quadratic form x'Qx is defined by a user routine that computes Qx for a given vector x. (Hence some advantage arises if Q is sparse.) Linear constraints and bounds
on the variables are treated separately by an active-set method. If the problem has no feasible solution, QPOPT minimizes the sum of the constraint and bound violations.
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QPOPT (invented by E. Gill, Walter Murray and Michael A. Saunders) is a software package for solving dense linear and quadratic
programs. If the quadratic objective function is convex (definite or semi definite), the solution obtained is a global optimum. For
non-convex problems, the solution may be a local optimum or a dead-point (or unbounded).
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