An efficient and numerically stable dual algorithm - PODQP - for solving positive definite quadratic programming problems is briefly described. Both inequality and equality constrains are dealt with. The algorithm employs an active set strategy and can exploit a priori information about an initial active set. In particular, the algorithm is strongly recommended for solving nonlinearly constrained optimization problems using projected Lagrangian techniques. Orthogonal transformations are used for updating the matrices and matrix factorizations after each change performed in the active set.
PODQP Algorithm, Quadratic programming
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