c++ - Box Constraints in QuadProg++ -

c++ - Box Constraints in QuadProg++ -

i using quadprog++ solving dual problem. problem has box constraints, i.e. constraints limit variable between 2 values. however, quadprog++ has no provision allows incorporating such constraints. takes in equality , inequality constraints. equivalent quadratic programming tool in matlab, on other hand, have provision including box constraints.

you can take @ next link see i'm talking about: http://www.mathworks.in/help/optim/ug/quadprog.html

basically, have constraint equivalent lb < x < ub. tried adding inequality constraint, doesn't work. results in error, saying constraints linearly dependent. however, i'm pretty sure constraints i'm inputting in no way linearly dependent on each other.

please suggest workaround, or other quadratic programming tool in c++, can of help me. thanks!

c++ matlab mathematical-optimization quadprog