Jebel-Quant

Jebel-Quant/quadprog

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

2 good first / help-wanted issues · Python · last activity Aug 8, 2026

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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2 Open Issues Need Help Last updated: Aug 8, 2026

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Help wanted: check our performance numbers on x86 (we only have arm64/Accelerate) 2 months ago
help wanted
Jebel-Quant/quadprog
3

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
Should the solver manage BLAS thread count itself? 3 months ago
help wanted
Jebel-Quant/quadprog
3

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