Jebel-Quant/quadprog

Goldfarb/Idnani dual quadratic programming solver in pure NumPy and SciPy. A reimplementation of quadprog/quadprog with no compiler required.

3 stars 0 forks 3 watchers Python MIT License

active-set convex-optimization goldfarb-idnani mean-variance numpy optimization portfolio-optimization python qp-solver quadprog quadratic-programming scipy

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1 Open Issue Need Help Last updated: Aug 8, 2026

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Help wanted: check our performance numbers on x86 (we only have arm64/Accelerate) about 1 hour ago

help wanted

Jebel-Quant/quadprog

Goldfarb/Idnani dual quadratic programming solver in pure NumPy and SciPy. A reimplementation of quadprog/quadprog with no compiler required.

Python

#active-set#convex-optimization#goldfarb-idnani#mean-variance#numpy#optimization#portfolio-optimization#python#qp-solver#quadprog#quadratic-programming#scipy