I am currently using QuadProg++ for solving a dual problem. The problem also has some box constraints, i.e. constraints which limit the variable to be between two values. However, QuadProg++ has no provision which allows for incorporating such constraints. It only takes in the equality and inequality constraints. The equivalent Quadratic Programming tool in MATLAB, on the other hand, does have a provision for including box constraints.
You can take a look at the following link to see what I'm talking about: http://www.mathworks.in/help/optim/ug/quadprog.html
Basically, I have a constraint equivalent to lb < x < ub. I tried adding this as an inequality constraint, but it doesn't work. It results in an error, saying that the constraints are linearly dependent. However, I'm pretty sure that the constraints I'm inputting are in no way linearly dependent on each other.
Please suggest a workaround, or some other quadratic programming tool in C++, which can be of help for me. Thanks!
