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setup.py
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from setuptools import setup, Extension
long_description = """Minimize 1/2 x^T G x - a^T x
Subject to C.T x >= b
This routine uses the the Goldfarb/Idnani dual algorithm [1].
References
----------
1) D. Goldfarb and A. Idnani (1983). A numerically stable dual
method for solving strictly convex quadratic programs.
Mathematical Programming, 27, 1-33.
"""
classifiers = [
"Development Status :: 3 - Alpha",
"Intended Audience :: Education",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"License :: OSI Approved :: GNU General Public License v2 or later (GPLv2+)",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.6",
"Programming Language :: Python :: 3.7",
"Programming Language :: Python :: 3.8",
"Programming Language :: Python :: 3.9",
"Topic :: Scientific/Engineering :: Mathematics"
]
extensions = [Extension('quadprog', [
'quadprog/linear-algebra.c',
'quadprog/qr-update.c',
'quadprog/quadprog.c',
'quadprog/solve.QP.c',
])]
setup(
name="quadprog",
version="0.1.11",
description="Quadratic Programming Solver",
long_description=long_description,
url="https://github.com/quadprog/quadprog",
author="Robert T. McGibbon",
author_email='[email protected]',
license='GPLv2+',
classifiers=classifiers,
ext_modules=extensions,
install_requires=["numpy"]
)