[Ipopt] quadratic programming

Anand anand.cz at gmail.com
Sun Sep 14 23:57:00 EDT 2008


Hi
Over the last 3 days I have been searching the internet for a open source
quadratic programming library in c/c++
My problem is:
minimize xHx' + xf
subject to:
lb <= x <= ub

where H is an identity matrix and hence sparse for large dimensions
x is a vector

lb and ub are the lower and upper bounds respectively on the vector x
Does ipopt solve such a problem

Please tell me if you have any open source c/c++ library
Also if possible give me suggestions as to what algorithms may be able to
solve these algorithms

Thanks
Regards
Anand
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