The optimization algorithm for minimizing non-negative quadratic problems under cardinality constraint.

This code solves the following problem:

minimize_x 0.5*x'*H*x + C'*x

s.t. x>=0 , ||x||_0<T0

The detail of the algorithm is described in the following paper:

'Confident kernel dictionary learning for discriminative representation of multivariate time-series', B. Hosseini, F. Petitjean, Forestier G., and B. Hammer.

Using NQP

• Try NQP_demo.m for a simple example for the proper usage of the algorithm.
• The code is written using Python3.