This module provides a Python binding for the Fortran quadprog library of Berwin Turlach. It follows closely the popular R binding: http://cran.r-project.org/web/packages/quadprog/index.html.

The module can be used to solve quadratic programs of the form

minimize in x:    (-d^Tx + 1/2 x^T D x)
subject to:    A^T >=b

where the matrix D is symmetric positive definite.

This project uses f2py to bind the original Fortran libraries in Python. An alternative (and probably better approach) is to convert the Fortran to C. That is the approach taken in: rmcgibbo/quadprog. Since this repo is not actively maintained, the rmcgibbo/quadprog project should be used instead.