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Questions tagged [quadratic-programming]

Quadratic programming (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.

Quadratic programming (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.

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Meshlab Crashing when running Remeshing, simplification - Quadratic Edge Collapse Decimation

Good morning, I have imported a .3ds and a .obj file into Meshlab and need to reduce the amount of faces. I do this usually and with no problem in the past using the Quadratic Edge Collapse Decimation function in filters. Mesh lab has all of a…
Michael Hardiman
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Mips Invalid language element

Here is the code: .file 1 "" .section .mdebug.abi32 .previous .nan legacy .module fp=32 .module nooddspreg .abicalls .rdata .align 2 $LC1: .ascii "There are two roots : %f,%f\012\000" .align 2 $LC2: …
CodingNoob24
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Populate() Equivalent for MIQP in CPLEX

I'm trying to solve the MWIS problem exactly using CPLEX. When I try the .populate() I get the error that docplex.mp.utils.DOcplexException: Model.populate_solution_pool only for MILP problems, model 'Exact Solution' is a MIQP. Is there a way to…
jolene
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how to convert or transform a norm square equation to a concave form?

so the objective function is similar to |h x theta x g|^2,where h is a nx1 complex row vector, theta is n x n complex matrix, g is a n x 1 column vector. If I want to maximize this, in cvx, maximize a convex function is not allowed. how can I…
WxXiong
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Syntax for ranged sense to RHS

I'm using CPLEX Python API to optimize a problem with many variables (90 variable problem) I have set up my constraints in my sense's and my rhs as: my_senses = 'GG' my_rhs = [0.1, 0.1] However I want to change my first constraint (which is the sum…
DGradeci
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Quadratic Form (quad_form) over Expressions in CVXPY

I am building risk term in a quadratic optimization problem (QP) using CVXPY and I'm struggling to combine expressions with a covariance matrix using quad_form. from cvxpy import Variable, quad_form from numpy import identity from pandas import…
rhaskett
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Adding quadratic constraints in docplex

I have problem by writing quadratic constraints by docplex in python This is my constraint: A[i,j,k]=Z[i,j,k] *h[i,j,k]+Q[i,j,k]*d[i,j,k] ∀i,j,k I wrote the constraint as…
h.shirneshan
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Error Passing a Linear Expression to a Quadratic Form in DocPlex

I have a cplex/docplex model with an "active risk" term. I believe I'm messing up the mix of Pandas and DocPlex, but I'm worried I'm trying to do something impossible. The term should just be the quadratic form (Target-Optimal) \Sigma…
rhaskett
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Quadratic Programming Solver Function in R

I'm looking for a quadratic programming solver function to use in R. My matrix is symmetric positive semi-definite. My constraints are of the form Ax>=b and x>=0. I am working in RStudio version 3.3.1. I'm new to solving quadratic programming…
mathemagician617
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Python Linear or Quadratic Optimization with Row & Column Level Constraints

I am looking for a maximizing optimization solution that fulfills row-level and column-level constraints given a matrix of inputs. Given 3 stores (A, B, C) and 3 products (X, Y, Z), optimize the placement of 1,200 units of inventory (X = 600, Y =…
MWK
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Polynomial goal programming (PGP) optimization examples in python

To solve linear or quadratic programming problems in python, we often resort to scipy.optimize.minimize, which provides a heuristic platform to design optimization problems. Could anyone refer me to examples of polynomial goal programming (PGP) in…
develarist
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CPLEX: Error 5002 Objective is not convex -> Problem can be solved to global optimality with optimality target 3 ->

I am receiving this error on CPLEX Optimization studio. The problem is a simple quadratic problem with one equality and two inequality constraints. .mod code shown below (no .dat used): /********************************************* * OPL…
QuentinD
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I can't figure out how to find the two imaginary numbers

So, I wrote a Java program that finds the solutions to a quadratic equation and my problem is I can't seem to write the right code to find the "imaginary numbers" when it prints out I just get "NaN". Any solutions? import java.util.Scanner; class…
thomas
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Sign Error/Inversed Results with quadprog Package

I am using quadprog to do an optimization with two constraints (sum of asset weights equals 1) and asset weights are between 0 and 10%. Everything works fine but there is some inverse of my result going on that I do not understand. When TAU (my risk…
eruiz
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Applying Quadratic Risk Programming in netlogo

Anybody can please tell me how I can use Quadratic Risk Programming in netlogo? I wish to use following portfolio choice rule - Max:U = E - φσ Where, U = utility, E = expected returns from assets, φ = risk aversion parameter, σ = variances In R i…
Kazi Masel
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