robustfpm.cxhull.quadprog module

robustfpm.cxhull.quadprog.quad_prog(x0, H, f, c, A, lb, ub, B, b, **kwargs)

Solves the constrained quadratic programming problem using Scipy’s ‘trust-constr’ method. The problem for \(x\) is:

\[\frac{1}{2} <x, Hx> + <f, x> + c \rightarrow \min,\]

\[lb \leqslant Ax \leqslant ub,\]

\[Bx = b\]