High-level programming language with bindings for most available solvers. The NAG Library has routines for both local and global optimization, and for continuous or integer problems. The Optimization chapter of the NAG Library includes routines for quadratic programming problems with both sparse and non-sparse linear constraint matrices, together with routines for the optimization of linear, nonlinear, sums of squares of linear or nonlinear functions with nonlinear, bounded or no constraints. Net, Matlab and Python).Ī collection of mathematical and statistical routines developed by the Numerical Algorithms Group for multiple programming languages (C, C++, Fortran, Visual Basic, Java and C#) and packages (MATLAB, Excel, R, LabVIEW). Quadratic programming in MATLAB requires the Optimization Toolbox in addition to the base MATLAB productĪ general-purpose programming-language for mathematics, including symbolic and numerical capabilities.Ī solver for large scale optimization with API for several languages (C++, Java. Solving a quadratic problem in Maple is accomplished via its QPSolve command.Ī general-purpose and matrix-oriented programming-language for numerical computing. General-purpose programming language for mathematics.
IPOPT (Interior Point OPTimizer) is a software package for large-scale nonlinear optimization.
Quadratic programming in GNU Octave is available via its qp commandĪ set of mathematical and statistical functions that programmers can embed into their software applications.
Basic version available as a standard add-on for Excel.Ī high-level modeling system for mathematical optimizationĪ free (its licence is GPLv3) general-purpose and matrix-oriented programming-language for numerical computing, similar to MATLAB. Free for academics.Ī nonlinear solver adjusted to spreadsheets in which function evaluations are based on the recalculating cells. Popular solver with an API (C, C++, Java.
Modeling and optimization suite for LP, QP, NLP, MILP, MINLP, and DAE systems in MATLAB and Python.Īn Integrated Package for Nonlinear OptimizationĪn open source computational geometry package which includes a quadratic programming solver. NET).Ī popular modeling language for large-scale mathematical optimization. Solvers and scripting (programming) languages NameĪ software system for modeling and solving optimization and scheduling-type problemsĭual licensed (GPL/proprietary) numerical library (C++. Applications of MIQP include water resources and the construction of index funds. This leads to the formulation of a mixed-integer quadratic programming (MIQP) problem. There are some situations where one or more elements of the vector x will need to take on integer values. In fact, even if Q has only one negative eigenvalue, the problem is (strongly) NP-hard. There can be several stationary points and local minima for these non-convex problems. If, on the other hand, Q is indefinite, then the problem is NP-hard. Wolfe, etc.).įor positive definite Q, the ellipsoid method solves the problem in (weakly) polynomial time. The objective of quadratic programming is to find an n-dimensional vector x, that willġ 2 x T Q x + c T x īesides the Lagrangian duality theory, there are other duality pairings (e.g. an n× n-dimensional real symmetric matrix Q,.The quadratic programming problem with n variables and m constraints can be formulated as follows.
6 Solvers and scripting (programming) languages.