https://github.com/nfultz/pylrqp

Low Rank Quadratic Programming
https://github.com/nfultz/pylrqp

optimization python quadratic-programming

Last synced: 5 months ago
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Low Rank Quadratic Programming

• Host: GitHub
• URL: https://github.com/nfultz/pylrqp
• Owner: nfultz
• Created: 2016-10-17T15:02:44.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2016-11-01T20:52:38.000Z (over 9 years ago)
• Last Synced: 2025-07-21T18:58:01.750Z (11 months ago)
• Topics: optimization, python, quadratic-programming
• Language: C
• Homepage:
• Size: 40 KB
• Stars: 3
• Watchers: 2
• Forks: 2
• Open Issues: 1
• Metadata Files:
  • Readme: README.md

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README

          
# PyLRQP - Low Rank Quadratic Programming

This package provides a python version of the LowRankQP R package[1];

only the cholesky based method has been ported.

There is one function in this package:

    

    def LowRankQP(Vmat, dvec, Amat, bvec, uvec)

     Solves min α'Vα - α'd subject to Aα = b and 0 ≤ α ≤ u

      Vmat - p x p symmetric matrix

      dvec - p x 1 vector

      Amat - p x k matrix

      bvec - k x 1 vector

      uvec - p x 1 vector

[1] https://cran.r-project.org/web/packages/LowRankQP/index.html