❓ How to solve quadratic programming given linear inequality constrains?

[jc-bao]

$$ \min_x \ \frac{1}{2} x^T Q x + q^T x \ \ \ni Q >0 \ \textrm{(Convex)} \ \ni Ax \leq b \ \ni Cx = d $$

[jc-bao]

i.e. how to implement the augmented Lagrangian (since QP problem is simpler than other optimization problem)