RipQP.jl documentation

This package provides a solver for minimizing convex quadratic problems, of the form:

\[ \min \frac{1}{2} x^T Q x + c^T x + c_0, ~~~~ s.t. ~~ \ell con \le A x \le ucon, ~~ \ell \le x \le u, \]

where Q is positive semi-definite and the bounds on x and Ax can be infinite.

RipQP uses Interior Point Methods and incorporates several linear algebra and optimization techniques. It can run in several floating-point systems, and is able to switch between floating-point systems during the resolution of a problem.

The user should be able to write its own solver to compute the direction of descent that should be used at each iterate of RipQP.

RipQP can also solve constrained linear least squares problems:

\[ \min \frac{1}{2} \| A x - b \|^2, ~~~~ s.t. ~~ c_L \le C x \le c_U, ~~ \ell \le x \le u. \]