How to solve linear programming and quadratic programming with inequality constraint only? For LP, I tried to use OSQP and pass the objective as (None, -c), the equality constraint as (None, None), ...

In the linear programming approach to approximate dynamic programming, one tries to solve a certain linear program-the ALP-that has a relatively small number K of variables but an intractable number M ...

In this paper, we discuss linear programs in which the data that specify the constraints are subject to random uncertainty. A usual approach in this setting is to enforce the constraints up to a given ...

In this paper, based on the rotary iteration transformation in the simplex method, an artificial variable return-to-zero (RZ) algorithm is proposed to decide whether some condition constraint in ...

Example 8.10: Quadratic Programming The quadratic program can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the ...