qpsolvers

Unified interface to Quadratic Programming (QP) solvers available in Python.

The library provides a one-stop shop solve_qp() function with a solver keyword argument to select the backend solver. It solves convex quadratic programs in standard form:

\[\begin{split}\begin{split}\begin{array}{ll} \mbox{minimize} & \frac{1}{2} x^T P x + q^T x \\ \mbox{subject to} & G x \leq h \\ & A x = b \\ & lb \leq x \leq ub \end{array}\end{split}\end{split}\]

A similar function is provided for least squares.