How to implement loop in Quadratic programming using cvxpy

Asked Nov 25 '22 at 15:49

Active Nov 25 '22 at 15:49

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I want to know whether cvxpy can only implement this form of quadratic programming (just one formulation):

objective = cp.Minimize(cp.sum_squares(A @ x - b))

This is the link in cvxpy to implement Mixed-integer quadratic program: https://www.cvxpy.org/examples/basic/mixed_integer_quadratic_program.html

If I want to solve an objective function of the sum form：

Whether I can use a nested for loop to implement it? But I don't know how to do and I can not find the API to implement it. I used to implement Linear programming using Python library PULP, and it can use for loop to define the objective function and the constraints. Can i do this in cvxpy library？

Is my expression clear? If you need more information, just contact me. Thank you!

asked Nov 25 '22 at 15:49

happy

If A,D are your variables then this does not look like a convex problem at all. – Michal Adamaszek Nov 25 '22 at 15:54
Just A is variables, and D is known. – happy Nov 26 '22 at 02:31
Is this a convex problem? – happy Nov 26 '22 at 03:00
No. Something like ``(log(a1)-log(a2)+c)^2`` is not a convex function of ``a1,a2``. – Michal Adamaszek Nov 26 '22 at 10:09
Why it is not a convex function? It means that it can not be solved,right? – happy Nov 26 '22 at 10:12
Then what about (x1/x2+c)^2? – happy Nov 26 '22 at 10:12
Nonconvexity of your functions can be checked by making a plot, often restricting to one variable is enough. You can maybe solve those problems with a general nonlinear solver. Or maybe you should reformulate it somehow. From the little context you provided all I can say is that the function you wrote is not convex. – Michal Adamaszek Nov 26 '22 at 10:16
Thank you. I also want to know whether I can use `for` loop to implement ∑ using cvxpy. – happy Nov 26 '22 at 10:35
There is an example here https://stackoverflow.com/a/53900394/9332433 – Michal Adamaszek Nov 26 '22 at 11:00
Let us [continue this discussion in chat](https://chat.stackoverflow.com/rooms/249904/discussion-between-happy-and-michal-adamaszek). – happy Nov 26 '22 at 12:06

How to implement loop in Quadratic programming using cvxpy

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