Commit 0626956f authored by Guilhem Saurel's avatar Guilhem Saurel
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Merge remote-tracking branch 'main/devel' into devel

parents f68a4577 f1797332
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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.
This repo contains different C++ implementations 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
......@@ -11,6 +11,13 @@ The problem is in the form:
CE^T x + ce0 = 0
CI^T x + ci0 >= 0
There are 3 implementations:
- `eiquadprog.hpp`: the original C++ implementation
- `eiquadprog-fast.hpp`: an improved version employing a wrapper, avoiding dynamic memory allocation
- `eiquadprog-rt.hpp`: similar to the above, it employs fixed-size Eigen vectors. This requires the problem dimensions to be known at compile time and is recommended only for small problems.
Please refer to the unit tests for examples of usage.
## Authors
[Eiquadprog](https://github.com/stack-of-tasks/eiquadprog) was created at LAAS-CNRS by Gabriele Buondonno, based on
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