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Questions tagged [cvxopt]

A Python package for convex optimization, including solvers for linear programming, quadratic programming, semidefinite programming and more.

There is an official web site of the CVXOPT package. The official description of the package is given there as follows:

CVXOPT is a free software package for convex optimization based on the Python programming language. It can be used with the interactive Python interpreter, on the command line by executing Python scripts, or integrated in other software via Python extension modules. Its main purpose is to make the development of software for convex optimization applications straightforward by building on Python’s extensive standard library and on the strengths of Python as a high-level programming language.

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how to get truth value in for loop with if statement

I am unable to get the correct value for the conditional if statement nested with for loop.Here is an example written in code, # Input data d11 = np.matrix([[3,6,1],[6,8,1],[1,1,1],[5,8,9]]) qp1 = np.matrix([[1],[3],[5]]) h1 =…
Manasaveena
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How to setup a constraint that depends on interim minimized function?

I am trying to setup a constraint which depends on the minimized function value. The problem I have is of the following nature: fmin = minimize (d1x1 +d2x2 ... +d5x5) Where I want to optmize with following constraints: x1+X2+x3+x4+x5 = 1 0.003
DrBug
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