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Object-oriented software for quadratic programming

Gertz, E. Michael, Wright, Stephen J.·2003·ACM Transactions on Mathematical Software

Abstract

The object-oriented software package OOQP for solving convex quadratic programming problems (QP) is described. The primal-dual interior point algorithms supplied by OOQP are implemented in a way that is largely independent of the problem structure. Users may exploit problem structure by supplying linear algebra, problem data, and variable classes that are customized to their particular applications. The OOQP distribution contains default implementations that solve several important QP problem types, including general sparse and dense QPs, bound-constrained QPs, and QPs arising from support vector machines and Huber regression. The implementations supplied with the OOQP distribution are based on such well known linear algebra packages as MA27/57, LAPACK, and PETSc. OOQP demonstrates the usefulness of object-oriented design in optimization software development, and establishes standards that can be followed in the design of software packages for other classes of optimization problems. A number of the classes in OOQP may also be reusable directly in other codes.

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Metadata

Authors
Gertz, E. M., & Wright, S. J.
Venue
ACM Transactions on Mathematical Software
Published
2003-03
Volume
29
Issue
1
Pages
58-81
ISSN
  • 0098-3500 (ISSN-L)
  • 1557-7295
OpenAlex
W2080514141
Cited by
253
References
0
FWCI
9.97
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Object-oriented software for quadratic programming. https://app.cochat.ai/papers/10.1145/641876.641880
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Gertz, E. M., & Wright, S. J. (2003). Object-oriented software for quadratic programming. ACM Transactions on Mathematical Software. https://doi.org/10.1145/641876.641880

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