I have a quadratic programming model (i.e., quadratic objective function and linear constraint) and, I want to solve it on an open-source solver. Since our project developed on C#, we also would like to use C# on this model. Does anyone have experience?
Ipopt is a local interior point solver that performs well on quadratic problems. WORHP uses as SQP algorithm, if all constraints and the objective are marked as quadratic or linear it will run the QP algorithm only once. Note that these solvers are meant for convex QPs.
Also see this answer.
Other solvers to consider with which i have no experience: OSQP, nlopt