A fast quadratic programming solver is implemented using C++ solver library QuadProg++ and Eigen linear algebra C++ templates, which is optimised by explicit vectorisation for SSE2/3/4. The solver is 4x to 5x faster than the Fortran based quadprog (as of version 1.5-5), as shown in the benchmarks included in the demos.
|License||GPL (>= 2.0)|
|URL||https://github.com/fnoorian/quadprogpp http://www.diegm.uniud.it/digaspero/index.php?page=software http://www.labri.fr/perso/guenneba/code/QuadProg/|
|Package repository||View on GitHub|
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