Benny44 / QPALM_vLADEL

GNU Lesser General Public License v3.0
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Proximal Augmented Lagrangian method for Quadratic Programs

QPALM is now maintained at kul-optec/QPALM

View the original README [![Coverage Status](https://coveralls.io/repos/github/Benny44/QPALM_vLADEL/badge.svg?branch=master)](https://coveralls.io/github/Benny44/QPALM?branch=master) Platform | CI Status ---------|:--------- Linux | [![Linux Build Status](https://travis-ci.org/Benny44/QPALM_vLADEL.svg?env=BADGE=linux&branch=master)](https://travis-ci.com/Benny44/QPALM) OSX | [![OSX Build Status](https://travis-ci.org/Benny44/QPALM_vLADEL.svg?env=BADGE=osx&branch=master)](https://travis-ci.com/Benny44/QPALM) QPALM is a numerical optimization package that finds stationary points of (possibly **nonconvex**) quadratic programs, that is ``` minimize 0.5 x' Q x + q' x subject to l <= A x <= u ``` ## Documentation You can now find the the documentation [here](https://benny44.github.io/QPALM_vLADEL/). This includes all information you need to get started using QPALM. ## Benchmarks Check out the paper below for detailed benchmark tests comparing QPALM with state-of-the-art solvers. * [QPALM: A Newton-type Proximal Augmented Lagrangian Method for Quadratic Programs](https://arxiv.org/abs/1911.02934) * [QPALM: A Proximal Augmented Lagrangian Method for Nonconvex Quadratic Programs](https://arxiv.org/abs/2010.02653) ## Citing If you use QPALM in your research, please cite the following paper ``` @inproceedings{hermans2019qpalm, author = {Hermans, B. and Themelis, A. and Patrinos, P.}, booktitle = {58th IEEE Conference on Decision and Control}, title = {{QPALM}: {A} {N}ewton-type {P}roximal {A}ugmented {L}agrangian {M}ethod for {Q}uadratic {P}rograms}, year = {2019}, volume = {}, number = {}, pages = {}, doi = {}, issn = {}, month = {Dec.}, } ``` ## License QPALM is licensed under LGPL v3.0. Some modules are used in this software: * LADEL: authored by Ben Hermans and licensed under [LGPL-v3](https://github.com/Benny44/LADEL/blob/master/LICENSE). * LOBPCG: the version of LOBPCG used here was written by Ben Hermans and licensed under the GNU Lesser General Public License v3.0, see [LOBPCG/LICENSE](https://github.com/Benny44/LOBPCG/blob/master/LICENSE). * LAPACK: authored by The University of Tennessee and The University of Tennessee Research Foundation, The University of California Berkeley, and The University of Colorado Denver, and licensed under BSD-3, see [here](https://github.com/Reference-LAPACK/lapack/blob/master/LICENSE). * Minunit: a minimal unit testing framework for C, modified from the version by David Siñuela Pastor and licensed under MIT, see [here](https://github.com/siu/minunit/blob/master/MIT-LICENSE.txt).