Stack Overflow
Stack Overflow

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.

237 questions
0
votes
1 answer

CPLEX: Benders Decomposition with Quadratic Term in the Outer Optimization

The problem is cross posted at : IBM CPLEX Forum I am trying to solve a two-stage optimization problem using benders decomposition. The basic problem looks like: min_x (f(x) + min_u(g(u))) where g(u) is a linear program that can be solved for a…
statBeginner
  • 829
  • 2
  • 9
  • 23
0
votes
0 answers

Trouble finding a solution for QP- coded in MATLAB with YALMIP

this is my first post here! I have coded the QP algorithm available in the attached image, but I unfortunately obtained no solution. The error message I have is "Warning: Solver not applicable (gurobi)". So it looks like I somehow don't have a QP,…
Magicien99
  • 3
  • 3
0
votes
0 answers

Should SLSQP minimization speed up with an analytic Jacobian?

I have a constrained minimization problem with around 1000 variables. Currently I'm using scipy's SLSQP routine: x_min = scipy.optimize.minimize(energy, x0, method='SLSQP', jac=energy_grad, args=(L, N, U, t, mu),…
user12800
  • 47
  • 1
  • 6
0
votes
1 answer

Portfolio Optimization Constraints wrong using quadprog in JavaScript

I cannot figure out what I am doing wrong with this portfolio optimization (find optimal weights) using quadprog in numeric.js My portfolio constraints are simple: weights should sum up to 1 and all weights (for each of the 3 assets) should be…
chriscross
  • 413
  • 5
  • 18
0
votes
1 answer

Custom SVM optimization using LIBLINEAR or LIBSVM

I have a PU learning task, and I found what looks like an exceptional algorithim for solving it in this paper: https://www.cs.uic.edu/~liub/publications/ICDM-03.pdf I wish to implement a non-standard formulation of a 'biased' SVM as described in…
Hudson Cooper
  • 75
  • 1
  • 8
0
votes
1 answer

Optimization with Binary decision variable and simulated database

I have a data frame of simulated observations and I am trying to figure an optimization to get the greatest amount of successes for a given level of risk. The issue is I have no clue how to program in the constraints. Here is a subset of my DF,…
JB17
  • 65
  • 1
  • 8
0
votes
2 answers

Quadratic programming - specific output

I want that the Quadratic program will print only the necessary output. this is the code: public static void main(String[] args) { double a = Double.parseDouble(args[0]); double b = Double.parseDouble(args[1]); double c =…
Loren
  • 95
  • 10
0
votes
1 answer

Can variance be replaced by absolute value in this objective function?

Initially I modeled my objective function as follows: argmin var(f(x),g(x))+var(c(x),d(x)) where f,g,c,d are linear functions in order to be able to use linear solvers I modeled the problem as follows argmin abs(f(x),g(x))+abs(c(x),d(x)) is it…
sarah daneshvar
  • 75
  • 1
  • 8
0
votes
0 answers

Enormous matrix (C++) (Visual Studio 2015) (QuadProg library)

I'm trying to use QuadProg++ library. The problem is that my CI variable is enormous. Up to 40,000 * 20,000. With this size, it will take too much memory (12GB at least.....). I have 2 questions: 1.- There are any way to give to the "solve_quadprog"…
selmo12f
  • 3
  • 4
0
votes
1 answer

How to solve this convex optimization?

It is simple, I know but I have little understanding of convex optimization yet Problem definition: Objective function is II b - Aw II norm 2 a vector of unknown [w1, w2, ..., wn] a data matrix A (m x n), each row has n components([ai1, ai2, ...,…
Hello lad
  • 17,344
  • 46
  • 127
  • 200
0
votes
0 answers

implementing quadratic programming in matlab

I come across an equation that I want to solve in this paper. (I'm not sure if it can be read by public). It is about minimizing equation 9 (see the attached file) subject to the constraint in equation 10. n is a 3-dimensional vector (so n can be…
Physicist
  • 2,848
  • 8
  • 33
  • 62
0
votes
0 answers

BOBYQA Algorithm

I am working with BOBYQA Algorithm for optimisation issues. I have a question about the efficiency of this algorithm and how to set the right parameters. Bobyqa is based on trust region and for this purpose one needs to set a number of interpolated…
ALFRAM
  • 193
  • 2
  • 14
0
votes
1 answer

Matlab quadprog parameters for L1 Regularization

I've been struggling with the parameterization of quadprog function in Matlab for a problem like this: where x is a matrix of x 0 w 0 +x 1 w 1 +x 2 2 w 2 and y is the target vector containing a value for each row of x, w is the weight vector,…
AD.Net
  • 13,352
  • 2
  • 28
  • 47
0
votes
0 answers

Practical solver for convex QCQP?

I am working with a convex QCQP as the following: Min e'Ie z'Iz=n [some linear equalities and inequalities that contain variables w,z, and e] w>=0, z in [0,1]^n So the problem has only one quadratic constraint, except the objective, and some…
Alef
  • 41
  • 1
  • 7
-1
votes
1 answer

Calculate beam angel using throw distance and spot size

I am trying to figure out the formula on this link, and create a quadratic calculator that works each way basically. At this point I am only trying to calculate the beam angel using throw distance and spot size using the Full Width Half Maximum…
Nick Rahi
  • 3
  • 1
1 2 3
…
15
16