Quadratic programming (QP) solver in matlab

Hello,

What is the algorithm that is used in quadprog function solver in Matlab.

Thanks in advance,

Answer 1

[Rajat Tewari]

Hello,

Following algorithms are used in quadprog:

1. 'interior-point-convex'
2. 'trust-region-reflective'
3. 'active-set'

For details, refer to Algorithms Used in quadprog.

Hope it helps.