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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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How to implement Quadratic constraint in SCS for python

I have an quadratic optimisation problem of the form min w.r.t. to x 1/2 x'x + q'x S.t. Gx <= h I have a rather big problem ( few million points and constraints), and while cvxopt's default solver proved effective, I'm curious about implementing it…
NRomeo
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Portfolio optimization with quadprog for specific returns results in "constraints are inconsistent, no solution"

I read some posts about portfolio optimization with quadprog and i learned many tricks from this platform. Now i am trying to optimize a portfolio of 03 stocks with quadprog under the constrains i.e.,. Weights must sum to 1 No short…
Wajid Raza
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Solve overdetermined systems using cgal Quadratic Programming

I want to solve an overdetermined system of the form Ax=b where A is a (m x n) matrix (with m>n), b is a (m) vector and x is the vector of the unknowns. I want also to bound the solution with lb and ub. Giving the following program: (QP)minimize…
TheCoder21
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Constrained Profit Maximization with Volume-dependent Production Cost

I am trying to maximize hourly profits from a power generation asset. As far as I understood from my research, I might use quadprog::solve.QP. I did most of the required data preparation already giving me a 96 x 5 data frame. The columns include…
T. Wolf
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CVXOPT in Python fails to solve simple quadratic programming problen

I'm using CVXOPT in Python to try to solve a fairly simple quadratic programming problem. I'm finding that it works perfectly for some values of my parameters, but fails for others. Shown below is a very simple example of cvxopt.solvers.qp() failing…
Gareth Williams
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Assignment optimization / Set covering

I have the following task and didn't find any working solution. I need to find a optimal solution for network node placement. The objective is to minimize the digging cost for connecting cables. Some digging costs depending on each other. E.g.…
user7125961
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How to obtain multiple solutions in CPLEX for a UBQP

I have implemented a UBQP (that is a quadratic problem without constraints and with binary variables) in CPLEX (v 12.6.2) in the Callable Library in C and I'm interested in obtaining multiple solutions (not only the optimum, but also other…
Emanuele Guerrazzi
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Linear and Quadratic terms in CPLEX Objective Function

I would like to minimize an objective function which is rather simple, but I am somehow having problems making the correct calls to from the Python API to CPLEX I looked at how to use set_quadratic and set_quadratic_coefficients here but that didn't…
Constantine
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symbolic Quadratic optimization using matlab

I am trying to minimize the following expression: I am trying to minimize over x given y,x^H and A. with U and W as identity matrix. I tried fmincon but with no success here is what i did [B,C] =…
user2042145
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Minimizing svm dual form

I need to minimize the following equation to implement a c-svm Objective function to be minimized I know that I am supposed to implement stochastic sub-gradient descent algorithm to minimize the above objective function but I am not sure how to do…
ladybird333
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Solving a Quadratic Optimisation in MATLAB

I have an unconstrained quadratic optimization problem- I have to find u that will minimize norm (u^H * A_k *u - d_k)) where A_k is 4x4 matrix (k=1,2...180) and u is 4x1 vector(H denotes hermitian). There are several functions in MATLAB to solve…
zsha
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Solve Constrained Quadratic Programming with R

I really love R but from time to time it really gives me a headache... I have the following simple quadratic minimization problem which can be formulated and solved within no time in Excel (click on picture to enlarge): and The problem itself is…
vonjd
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IBM cplexqp is fast when successful but slowly to fail (exitflag=5)

I'm using IBM's CPLEX (or ILOG) quadratic programming solver through it's cplexqp function in matlab and getting a weird behavior where when the problem is feasible it is quick to succeed (e.g. 5-10 seconds) but when it is not feasible is fails very…
Uri Cohen
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How to do quadratic programming in R?

I am trying to solve quadratic problem in R. I have this data: x1 x2 y 0.3858 0.4687 1 0.4871 0.6110 -1 0.9218 0.4103 -1 0.7382 0.8936 -1 0.1763 0.0579 1 0.4057 0.3529 1 0.9355 0.8132 -1 0.2146 …
Ujjwal
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Constrained quadratic minimization in Mathematica with matrices

I'm attempting to solve the familiar mean-variance optimization problem using matrices in Mathematica, with a few added constraints on the solution vector "w". (The mean-variance optimization problem is basically choosing how to allocate a given…
DanMcK
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