The BQPIP algorithm is an interior point algorithm for bound
constrained quadratic optimization. It can be set using the
TaoMethod of tao_bqpip.
Since it assumes the objective function is quadratic,
it evaluates the function, gradient, and Hessian only once.
In this algorithm all of the variables are free variables.
This method also requires the solution of systems of linear equations,
whose solver can be accessed and modified
with the command TaoGetLinearSolver().