Hi,

Shosh and I are working on the development of a quadratic optimizer, with constraints (it’s a Karush–Kuhn–Tucker problem; it generalizes the Lagrangian optimization problem by allowing some of the constraints to be inequalities). I’m attaching the spec for a prototype function, in case anyone has feedback.

I would also like to hear from users who might be interested in such a function.

quadratic_program_gradient_doc.pdf (183.3 KB)