[Coin-lpsolver] quadratic programming

[Mauro Scarioni]

I'm interested to develop an application using quadratic programming (like
a Markovitz model). At the present this application is working in prototype
mode with OSL.

Is CLP able to solve quadratic programming (linear constraint & convex
objective) ?

I find in COIN a method readQuadraticMps, but i'm not able to use it.
Can you help me with a sample?

Thank in advance

Mauro


Mauro SCARIONI
IBM Italia - BCS Finance
Circonvallazione Idroscalo
20090 Segrate
Telefono 02-5962-5621
Mobile 335-7248615