What algorithm is used by cvxopt.solvers.qp for quadratic programs in python

Question

I am trying to understand what algorithm is used by cvxopt for solving quadratic problems. I tried to look at the documentation but I couldn't find any answer there too.

Answer 1

The function qp is an interface to coneqp for quadratic programs.

Let's start at the official site:

(remark: the user-guide and the technical-documentation are two different things)

A discussion of the interior-point algorithms used in the conelp() and coneqp() solvers can be found in the report The CVXOPT linear and quadratic cone program solvers (pdf).

The pdf contains:

5 Path-following algorithm for cone QPs

All those algorithms are Interior point methods. Some in self-dual form, some not (like your qp-solver).

The pdf should be enough to implement a basic version from scratch.