Deno Quadprog

This module contains routines for solving quadratic programming problems, written in JavaScript. It is a strict fork of this library that's been wrapped to support ES6 modules and deno. The goal is to have the wrapping be as mminimal as possible, so that version can be reabsed on top of the original.

Example

If we want to solve the equation:

min xT Q x + cT x
 st A x <= b

Then the following example solves it:

import solve from "https://deno.land/x/quadprog@v1.0.2/mod.ts";

const Q = [[1, 0, 0], [0, 1, 0], [0, 0, 1]];
const c = [0, -5, 0];
const A = [[-4, -3, 0], [2, 1, 0], [0, -2, 1]];
const b = [-8, 2, 0];

console.log(solve(Q, c, A, b));

and produces output:

{
  solution: [ -1.2, 4.4, 0 ],
  lagrangian: [ 0, 0.6, 0 ],
  unconstrained: [ 0, 5, -0 ],
  iterations: 2,
  inactive: 0,
  active: [ 1 ],
  value: -11.6
}