[solver] quadratic optimization solver

accosmin-org / libnano

C++ numerical optimization and machine learning utilities using Eigen3

MIT License

4 stars 1 forks source link

Closed accosmin closed 1 year ago

accosmin commented 2 years ago

reason: basis for many higher-level solvers (e.g. approximation of objective, modeling constraints)
see: infeasible primal-dual interior point methods