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GNU Octave Manual Version 3
by John W. Eaton, David Bateman, Søren Hauberg
Paperback (6"x9"), 568 pages
ISBN 095461206X
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23.2 Quadratic Programming

Octave can also solve Quadratic Programming problems, this is

min 0.5 x'*H*x + x'*q

subject to

A*x = b
lb <= x <= ub
A_lb <= A_in*x <= A_ub

Function File: [x, obj, info, lambda] = qp (x0, H, q, A, b, lb, ub, A_lb, A_in, A_ub)
Solve the quadratic program
min 0.5 x'*H*x + x'*q

subject to

A*x = b
lb <= x <= ub
A_lb <= A_in*x <= A_ub

using a null-space active-set method.

Any bound (A, b, lb, ub, A_lb, A_ub) may be set to the empty matrix ([]) if not present. If the initial guess is feasible the algorithm is faster.

The value info is a structure with the following fields:

The number of iterations required to find the solution.
An integer indicating the status of the solution, as follows:
The problem is feasible and convex. Global solution found.
The problem is not convex. Local solution found.
The problem is not convex and unbounded.
Maximum number of iterations reached.
The problem is infeasible.
ISBN 095461206XGNU Octave Manual Version 3See the print edition