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Proximal Augmented Lagrangian method for Quadratic Programs

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QPALM is a numerical optimization package that finds stationary points of (possibly nonconvex) quadratic programs, that is

minimize        0.5 x' Q x + q' x

subject to      l <= A x <= u

Check out our new version

The current repo is only maintained because it provides an interface also to CHOLMOD, which might be more useful than LADEL for dense problems. Check out this link for the main LGPL-v3 licensed version of QPALM based on LADEL.