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We present a method for solving the general mixed constrained convexquadratic programming problem using an active set method on the dual problem.The approach is similar to existing active set methods, but we present a newway of solving the linear systems arising in the algorithm. There are two maincontributions; we present a new way of factorizing the linear systems, and showhow iterative refinement can be used to achieve good accuracy and to solve bothtypes of sub-problems that arise from semi-definite problems.

QPDAS: Dual Active Set Solver for Mixed Constraint Quadratic Programming