qpsolvers¶
Unified interface to Quadratic Programming (QP) solvers available in Python.
The library provides a one-stop shop solve_qp()
function with a solver
keyword argument to select the backend solver. It solves convex quadratic programs in standard form:
\[\begin{split}\begin{split}\begin{array}{ll}
\underset{x}{\mbox{minimize}} &
\frac{1}{2} x^T P x + q^T x \\
\mbox{subject to}
& G x \leq h \\
& A x = b \\
& lb \leq x \leq ub
\end{array}\end{split}\end{split}\]
A similar function is provided for least squares.