Q: Linear constrained quadratic programming code in python?
Claudius Schnörr
schnoerr at mailzone.com
Thu Jan 23 23:34:23 CET 2003
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
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