QPC - Quadratic Programming in C

Contact Details

Dr. Adrian Wills

Email

Phone

+61 2 49216028

Fax

+61 2 49216993

Office

Callaghan Campus
Building EA: EA-204

Post

Dr. Adrian Wills

School of Electrical Engineering and Computer Science

- - -

Funding

Australian Research Council

ARC Discovery Project
DP0666955
2006-2008
Value: $336,000

Australian Research Council

ARC Discovery Project
DP0208665
2002-2005
Value: $360,000

Australian Research Council

Discovery Project
DP0774086
2007-2009
Value:

This project offers a collection of quadratic programming routines, which are written in C and callable from Matlab. These routines cover a range of problem structures from simply bounded strictly convex quadratic programmes to the more general case. Furthermore, a range of approaches are used including active-set, interior-point and a branch and bound approach.

News

2008-03-04: BUG: QPC does not compile under Matlab 2007b for Windows using the lcc compiler. It does, however, compile correctly using Microsoft Visual C++, for example. This problem is caused by Mathworks not supporting calls to the lcc version of the LAPACK libraries in Matlab 2007b. I do not know if this problem will be fixed by Mathworks in the new release. I plan to release a new version shortly that includes a binary version of the libraries plus source.
2007-09-20: Latest version released; bug fixes for cross platform compilation.
2007-05-31: Latest version released now including source code.
2007-05-31: The current release of YALMIP now has support for QPC, thanks to Johan Löfberg.
2007-05-29: Fixed some bugs, found mainly by Johan Löfberg - Thanks!
2006-11-23: Latest version of routines released. Includes bug fixes. See usage for full details.
2006-07-12: Latest version of routines released. Includes bug fixes and a faster interior-point method. Also returns Lagrange Multipliers. See usage for full details.
2005-09-07: New website released.

Available routines

QPC includes the following routines:

qpas: Uses a dual active-set method to solve a general strictly convex quadratic programming problem.
qpip: Uses a primal-dual interior-point method to solve a general strictly convex quadratic programming problem. Accepts an optional argument to stop on central-path at a user specified fixed point.
qps_ip: Uses an interior-point method to solve a simply bounded convex quadratic programming problem.
qps_as: Uses an active-set method to solve a simply bounded convex quadratic programming problem.
qps_mq: Uses a branch-and-bound method to solve a simply bounded convex quadratic programming problem.

NOTE: The above routines use ideas from pre-existing algorithms. In particular:

The active-set codes are based on ideas from QL written by Klaus Schittkowski
The interior-point codes are based on ideas from OOQP by Mike Gertz and Steve Wright
The qps_mq routine is based on ideas from MINQ by Arnold Neumaier

Try it Out

This software works with Matlab under Linux, Mac OS X, and MS Windows.
In an attempt to help further development, we have made the source code available. So if you find bugs or enhancements, then please inform us via email
We request that you register your name and email address in order to proceed with the download.

→ Available here: Download

Report an unexplored feature (bug)

If you would like to report a bug then please email me.