uQuadProg
uQuadProg is a C++ routine for solving quadratic programming problems. It implements the
Goldfarb-Idnani algorithm.
uQuadProg is a porting of the
QuadProg++ package (developed by Luca Di Gaspero)
working with uBlas data structures for vectors and matrices
instead of native C++ arrays.
Download
Source code on GitHub: (uQuadProg)