NASOQ

NASOQ is a scalable and efficient Quadratic Programming solver that obtains solutions for requested accuracies... NASOQ converges to all reasonable requested accuracy thresholds. NASOQ provides the lowest failure rate amongst existing open-source and commercial solvers for a range of real QP problems... NASOQ leverages the problem sparsity pattern to efficiently solve QP problems with small as well as large number of variables and constraints. NASOQ can be used to solve QP problems within the range of 10 to 100 thousands of variables and with 10 to over several thousands of linear constraints.

Also known as: Numerically Accurate Sparsity-Oriented QP