From f6b8e0eae4374f339487a33e3e4fe5462d5816e1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?J=C3=B6rg=20Frings-F=C3=BCrst?= <debian@jff-webhosting.net>
Date: Sat, 25 Nov 2017 10:16:00 +0100
Subject: New upstream version 2.0.0

---
 numlib/quadprog.h | 67 +++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 67 insertions(+)
 create mode 100755 numlib/quadprog.h

(limited to 'numlib/quadprog.h')

diff --git a/numlib/quadprog.h b/numlib/quadprog.h
new file mode 100755
index 0000000..7d28ec8
--- /dev/null
+++ b/numlib/quadprog.h
@@ -0,0 +1,67 @@
+
+#ifndef QUADPROG_H
+#define QUADPROG_H
+
+#ifdef __cplusplus
+	extern "C" {
+#endif
+
+/* 
+	Quadradic Programming solution.
+
+	Based on Luca Di Gaspero's QuadProgpp++, made available under the MIT license.
+
+	Translation to C by Graeme W. Gill, Copyright 2017, also licensed under the
+	MIT license.
+*/
+
+/* 
+
+ The quadprog_solve() function implements the algorithm of Goldfarb and Idnani 
+ for the solution of a (convex) Quadratic Programming problem
+ by means of an active-set dual method.
+	 
+The problem is in the form:
+
+min 0.5 * x G x + g0 x
+s.t.
+    CE^T x + ce0 = 0
+    CI^T x + ci0 >= 0
+	 
+ The matrix and vectors dimensions are as follows:
+     G: n * n
+		g0: n
+				
+		CE: n * p
+	 ce0: p
+				
+	  CI: n * m
+   ci0: m
+
+     x: n
+ 
+ References: D. Goldfarb, A. Idnani. A numerically stable dual method for solving
+             strictly convex quadratic programs. Mathematical Programming 27 (1983) pp. 1-33.
+
+*/
+
+#define QP_INFEASIBLE 1.0E300
+
+double quadprog(	/* Return solution cost, QP_INFEASIBLE if infeasible/error */
+    double *x,		/* Return x[n] value */
+	double **G,		/* G[n][n]	Quadratic combination matrix - modified */
+	double *g0,		/* g0[n]    Direct vector */
+    double **CE,	/* CE[n][p]	Equality constraint matrix */
+	double *ce0, 	/* ce0[p]   Equality constraing constants */ 
+	double **CI,	/* CI[n][m]	Constraint matrix */
+    double *ci0,	/* cie[m]	Constraint constants */ 
+	int n,			/* Number of variables */ 
+	int p,			/* Number of equalities */ 
+	int m			/* Number of constraints */ 
+);
+
+#ifdef __cplusplus
+	}
+#endif
+
+#endif /*define QUADPROG_H */
-- 
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