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
-1
votes
1 answer

Gurobi implementing a constraint with the sum of the multiplication of sums with python

I am using gurobi with gurobipy to implement a linear programm. While implementing the following constraint, I get a failur. With and and as indices sets. My minimal example looks like import gurobipy as grb m = grb.Model() set_I =…
Mike
  • 13
  • 4
-1
votes
2 answers

Quadratic programming with equal constraint and lower and upper bound

Please tell me how can I solve my problem with the below variables. Which solver is better? Objective function = x^T Q x + C^T x Q is diagonal matrix with Q(i,i)>=0 x.shape=(n,1) Equal constraint : Aeq.x =beq Aeq.shape=(n,n) and…
sajad parvizi
  • 1
  • 2
-1
votes
1 answer

Get an X(std) value of efficient frontier from a given Y(mean) value with cvxopt?

I'm trying to do portfolio optimization with cvxopt (Python), I'm able to get the efficient frontier with the following code, however, I'm not able to specify a Y value (mean or return) and get a corresponding X value (std or risk), if anyone has…
Itachi Kurosaki
  • 17
  • 4
-1
votes
1 answer

Solving an optimization problem with variable powers

Can anyone point me to a tool (preferably in python or c++) to solve an optimization problem where in the objective has power fractions such as : Maximize x1^0.2 + x2^ 0.3 + x3^0.4 Thanks
Hasan Fawaz
  • 31
  • 1
  • 5
-1
votes
2 answers

The following program that was meant to solve a quadratic equation: [ax²+bx+c=0]. What problems with the above code can you spot?

enter image description here a, b, c = input() d = b*b - 4ac if d > 0: print(+sqrt(d)-b/(2a)) print(-sqrt(d)-b/(2a)) else: print("No real roots") This question is from an online python practice sample. I am new to learning python and also…
aayushkrm
  • 1
  • 2
-1
votes
1 answer

CGAL file not found after installation

I recently installed CGAL from their website. I used the native installer that is up to download on the website, and after selecting a directory, the installation completed. I am looking through the User Manual and trying to run some basic code, but…
Saswat Mishra
  • 185
  • 1
  • 11
-1
votes
1 answer

How to make qpOASES do not show the iteration details during solution

I want to apply qpOASES in C++ on visual studio 2015 to solve the quadratic programming problem. But the iteration details such "Step size" will be shwon. How can I make the qpOASES silence?
Zhitao Wang
  • 1
  • 1
-1
votes
2 answers

R: Portfolio Optimization solve.QP not positive definite

I am trying to perform a portfolio optimization (mean-variance) in R. However, I get the following error: "Error in solve.QP(Dmat, dvec, Amat, bvec, meq = 2) : matrix D in quadratic function is not positive definite!" I have four…
Algebro1000
  • 161
  • 9
-1
votes
1 answer

SVM qp solver in sklearn

I study SVM and I will implement svm using python sklearn.svm.SVC. As i know SVM problem can be represented a QP(Quadratic Programming) So here i was wondering which QP solver is used to solve the SVM QP problem in sklearn svm. I think it may be SMO…
TaeHyun Hwang
  • 11
  • 1
-1
votes
1 answer

Optimize distribution of amount in 2d array

I have a problem where sum of each row and column for a 2-d array is given and we have to distribute the amount in each cell of the array. There will be some cells which will be locked and you can't use them for distribution. Also, total amounts of…
Himanshu Jaswal
  • 61
  • 7
-1
votes
1 answer

How can i make it so that if user inputs 0 a output line says that you cannot divide by zero in java

I'm trying to not have the user input be 0 for "a" since this would cause the equation to divide by zero, which outputs an error, i would to be able to have a println saying that you cannot divide by zero if the user inputs 0 for "a" Here is my…
Isai Rivas
  • 19
  • 3
-1
votes
2 answers

Large Scale Quadratic Programming

I have a scalable quadratic programming problem which has around 50-1000 variables with linear constraints. I am trying to find an effective solver for this. The matlab qp solver can only solve to optimality for 100 variables for my problem. Will…
user1234
  • 115
  • 1
  • 9
1 2 3
…
15
16