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❓ How to solve quadratic programming given linear inequality constrains? #4

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jc-bao opened this issue Aug 20, 2023 · 1 comment

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jc-bao commented Aug 20, 2023

$$ \min_x \ \frac{1}{2} x^T Q x + q^T x \ \ \ni Q >0 \ \textrm{(Convex)} \ \ni Ax \leq b \ \ni Cx = d $$

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jc-bao commented Aug 20, 2023

i.e. how to implement the augmented Lagrangian (since QP problem is simpler than other optimization problem)

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