I want to solve a quadratic program with mpmath precision. The problem can be stated as a least square with linear equality and inequality constraints, or as quadratic program with linear equality and inequality constraints.
I am aware of the LSEI fortran routine, which is accessible from R, python, and other software. the solve.QP from R quadprog package is also perfect for this task. Finaly, the SLSQP fortran routine does also the job properly.
However i need arbitrary precision and for that i'm using the mpmath pyhton library. Are you aware of some implementaiton of one of these algorithmes for mpmath ?