What algorithm cvxopt.solvers.qp uses, and can you provide some relevant information.
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Peng Zhao
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Aug 1, 2022, 11:54:49 PM8/1/22
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Recently, I used cvxopt.solvers QP calculates a portfolio problem, and the result is surprisingly good, so I want to know what algorithm cvxopt.solvers.qp uses to solve this problem?
Martin
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Aug 26, 2022, 2:52:28 AM8/26/22
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The qp() routine is a wrapper for coneqp(). You can find a detailed description of the implementation in the "Technical documentation", which is available here: