CITATION.cff

cff-version: 1.2.0
message: If you use this software, please cite it using these metadata.
title: "cvx-quadprog: Goldfarb/Idnani dual quadratic programming in NumPy and SciPy"
abstract: >-
  A pure NumPy/SciPy implementation of the Goldfarb-Idnani dual active-set method
  for strictly convex quadratic programs, requiring no compiler and no build step.
  It is a reimplementation of the quadprog package, which wraps C descended from
  Berwin Turlach's Fortran translation, and is API-compatible with it. Constraint
  insertion uses a single Householder reflection in place of a chain of Givens
  rotations, columns holding a single nonzero are detected so that bound
  constraints become indexing rather than reductions, and the triangular factor is
  held in packed storage so the active submatrix stays admissible to a BLAS packed
  solve.
type: software
authors:
  - family-names: Schmelzer
    given-names: Thomas
    email: thomas.schmelzer@gmail.com
    affiliation: Jebel Quant Research
    orcid: https://orcid.org/0009-0009-9771-3501
  - family-names: Montariol
    given-names: Enzo
    email: enzo.montariol@gmail.com
version: 0.4.0
date-released: 2026-08-12
license: MIT
repository-code: https://github.com/Jebel-Quant/quadprog
repository-artifact: https://pypi.org/project/cvx-quadprog/
url: https://jebel-quant.github.io/quadprog
keywords:
  - quadratic programming
  - convex optimization
  - active-set method
  - dual method
  - Goldfarb-Idnani
  - numerical linear algebra
  - portfolio optimization
  - mean-variance
  - NumPy
  - SciPy
  - Python
references:
  - type: article
    authors:
      - family-names: Goldfarb
        given-names: Donald
      - family-names: Idnani
        given-names: Ashok
    title: A numerically stable dual method for solving strictly convex quadratic programs
    journal: Mathematical Programming
    volume: 27
    issue: 1
    start: 1
    end: 33
    year: 1983
    doi: 10.1007/BF02591962