Q: Linear constrained quadratic programming code in python?
lac at strakt.com
Fri Jan 24 15:03:19 CET 2003
> Dredging the brain here - Algebraic Riccatti Equation?
> Anyway, try MatPy or SciPy. It might be there.
> Claudius Schnörr <schnoerr at mailzone.com> wrote in message news:<3E306DEF.10000
> 04 at mailzone.com>...
> > Hello,
> > I'm looking for optimization code in python for a problem like this:
> > min( 0.5 x^T Q x + p^T x )
> > subject to
> > a_i^T x <= b_i, i \in I (inequality constraints)
> > a_i^T x = b_i, i \in E (equality constraints)
> > c_i <= x <= c_s
> > where
> > Q may be a positive definite Matrix,
> > a_i, b_i are vectors,
> > c_i and c_s are bounding vectors,
> > and x is the vector to minimize the problem.
> > Has anybody code for this in python?
> > Please send also a copy to
> > schnoerr at mailzone.com
> > Thank you very much in advance,
> > Claudius
I think that the logilabs constraint package, written in Python does
this already, but I am not certain. You can read about it, and download the
code here: http://www.logilab.org/python-logic/
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