User's guide for SOL/QPSOL: a Fortran package for quadratic programming

Abstract
This report forms the user's guide for Version 3.1 of SOL/QPSOL, a set of Fortran subroutines designed to locate the minimum value of an arbitrary quadratic function subject to linear constraints and simple upper and lower bounds. If the quadratic function is convex, a global minimum is found; otherwise, a local minimum is found. The method used is most efficient when many constraints or bounds are active at the solution. QPSOL treats the Hessian and general constraints as dense matrices, and hence is not intended for large sparse problems. This document replaces the previous user's guide of June 1982.