SQIC (Sparse Quadratic Inertia Controlling solver) is a software package for solving general quadratic programs. It is an implementation of an active-set method utilizing inertia control. Problems need not be convex and users are able to use third-party linear solvers.
@article{GilWsqic,
AUTHOR = {Philip E. Gill and Elizabeth Wong},
TITLE = {User's Guide for {SQIC}: Software for Large-Scale
Quadratic Programming},
INSTITUTION = {Center for Computational Mathematics, University of
California, San Diego},
ADDRESS = {La Jolla, CA},
TYPE = {Center for Computational Mathematics Report},
YEAR = {2014},
}
@phdthesis{Wong11,
AUTHOR = {Elizabeth Wong},
SCHOOL = {Department of Mathematics,
University of California, San Diego},
TITLE = {Active-Set Methods for Quadratic Programming},
MONTH = {June},
YEAR = {2011}
}
@article{GilW15,
TITLE = {Methods for convex and general quadratic programming},
AUTHOR = {Philip E. Gill and Elizabeth Wong},
JOURNAL = {Math. Prog. Comp.},
FJOURNAL = {Mathematical Programming Computation},
ISSN = {1867-2949},
DOI = {10.1007/s12532-014-0075-x},
URL = {http://dx.doi.org/10.1007/s12532-014-0075-x},
PUBLISHER = {Springer Berlin Heidelberg},
PAGES = {71-112},
VOLUME = {7},
ISSUE = {1},
LANGUAGE = {English},
YEAR = {2015},
}