This notebook implements qppenalty: a program that solves quadratic programming problems.

I created a Jupyter notebook that implements qppenalty in python, C, java and javascript. It is available here or viewed online at GitHub. This is a large notebook, so you may need to Reload when viewing online.

The approach converts the constrained quadratic programming problem into an unconstrained problem that approximates the solution. The notebook reviews the mathematics that drives the algorithm, generates and compiles the code and runs a number of test problems. Using the python version several plots are displayed that suggest that selecting the meta-parameters is non-trivial.