Q: Linear constrained quadratic programming code in python?

Claudius Schnörr schnoerr at mailzone.com
Thu Jan 23 23:34:23 CET 2003


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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