QL: A fortran code for convex quadratic programming - user’s guide, version 2.11

The Fortran subroutine QL solves strictly convex quadratic programming problems subject to linear equality and inequality constraints by the primal-dual method of Goldfarb and Idnani. An available Cholesky decomposition of the objective function matrix can be provided by the user. Bounds are handled separately. The code is designed for solving small-scale quadratic programs in a numerically stable way. Its usage is outlined and an illustrative example is presented