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INTRODUCTION:
PYPDAS is a python implementation of primal-dual active-set methods with inexact subspace minimization techniques. The problem temporary under consideration is in the form of:
min x'Hx + c'x
st x <= u
where H is a positive definite matrix.
REQUIRMENT:
1. Python 2.7;
2. Numpy, Scipy;
(In Sage with version 5.8 or later, all packages listed above have already been installed.)
FEATURES:
1. Applied multiple simultaneous update of the active-set estimate;
2. Implemented inexact subspace minimization which could potentially undercut the cost in solving the subproblems;
CONTACT:
zhh210@lehigh.eduAbout
A Python implementation of primal-dual active-set method for quadratic optimization
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