Rémi Flamary

Monqpcpp

Description

Monqpcpp is a C++ function using IT++ and solving a constrained Quadratic Programing problem. It has been coded using the "monqp.m"function of SVM-KM and uses the same algorithm (active constraints) .

It may be used as a mex file but for the moment, it is not really quicker than the Matlab version.

This code is released under the GNU GENERAL PUBLIC LICENSE, see license.txt for more information

Download

Current version: 0.9

Download: monqpcpp.zip

Instructions

IT++has to be installed on the system.

monqp2.cpp is the mex file, it has to be compiled with this command: mex monqp2.cpp -litpp (-litpp for IT++ linking) You may want to use only the C++ version of the method that is defined in the monQP.* files.