Q: Linear constrained quadratic programming code in python?
pschmidt at omnimn.com
Fri Jan 24 14:10:09 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.1000004 at mailzone.com>...
> 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
> 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,
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