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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).