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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.edu

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A Python implementation of primal-dual active-set method for quadratic optimization

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