National University of SingaporeDepartment of Statistics and Applied Probability
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QuadProg (Quadratic Programming Routines)

Release 1.4, released on 23 July 1998

A shar file with FORTRAN77 routines for solving quadratic programming problems. The shar file also includes interface routines to S-PLUS and documentation files. To see what changed since the last release, check the ChangeLog.

I implemented these routines using the algorithm of
Goldfarb, D. and Idnani, A. (1982). Dual and Primal-Dual Methods for Solving Strictly Convex Quadratic Programs, in J.P. Hennart (ed.), Numerical Analysis, Proceedings, Cocoyoc, Mexico 1981, Vol. 909 of Lecture Notes in Mathematics, Springer-Verlag, Berlin, pp. 226-239.

Goldfarb, D. and Idnani, A. (1983). A numerically stable dual method for solving strictly convex quadratic programs, Mathematical Programming 27: 1-33.
and decided to distribute them in the hope that they may also be useful to others. Hence, this software is provided "as is" without any expressed or implied warranty.

This shar file is also available in the S Archive on StatLib. (Note that this may be an older version)



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