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# eiquadprog

This repo contains a C++ implementation of the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of a dual method.

The problem is in the form:
 min 0.5 * x G x + g0 x
 s.t.
 CE^T x + ce0 = 0
 CI^T x + ci0 >= 0