Velocity Reviews > Quadratic Optimization Problem

amitsoni.1984@gmail.com
Guest
Posts: n/a

 11-21-2006
Hi,

I need to do a quadratic optimization problem in python where the
constraints are quadratic and objective function is linear.

What are the possible choices to do this.

Thanks
Amit

Stefan Behnel
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Posts: n/a

 11-22-2006
http://www.velocityreviews.com/forums/(E-Mail Removed) wrote:
> I need to do a quadratic optimization problem in python where the
> constraints are quadratic and objective function is linear.
>
> What are the possible choices to do this.

Too bad these homework assignments get trickier every time, isn't it?

Stefan

Beliavsky
Guest
Posts: n/a

 11-22-2006
Stefan Behnel wrote:
> (E-Mail Removed) wrote:
> > I need to do a quadratic optimization problem in python where the
> > constraints are quadratic and objective function is linear.
> >
> > What are the possible choices to do this.

>
> Too bad these homework assignments get trickier every time, isn't it?

I think this sarcasm is unjustified. It is not obvious to me that this
is a homework assignment.

The problem where constraints are linear and the objective function is
there are specialized codes for these problems. I don't know of
software in any language for the particular problem of a linear
objective function with quadratic constraints, so I would use a general
algorithm for nonlinearly constrained optimization. Maybe CVXOPT
http://www.ee.ucla.edu/~vandenbe/cvxopt/ will work for the OP -- I have
not tried it.

The site http://www.solver.com/probconic.htm calls the problem "conic
optimization".

sci.math.num-analysis.

amitsoni.1984@gmail.com
Guest
Posts: n/a

 11-22-2006
thanks, I was actually looking for a package only in python to do this
which can solve it directly. Since my problem is a nonlinear convex
optimization problem, there are a number of algorithms to get it
solved.
I will try using CVXOPT package.

Beliavsky wrote:
> Stefan Behnel wrote:
> > (E-Mail Removed) wrote:
> > > I need to do a quadratic optimization problem in python where the
> > > constraints are quadratic and objective function is linear.
> > >
> > > What are the possible choices to do this.

> >
> > Too bad these homework assignments get trickier every time, isn't it?

>
> I think this sarcasm is unjustified. It is not obvious to me that this
> is a homework assignment.
>
> The problem where constraints are linear and the objective function is
> there are specialized codes for these problems. I don't know of
> software in any language for the particular problem of a linear
> objective function with quadratic constraints, so I would use a general
> algorithm for nonlinearly constrained optimization. Maybe CVXOPT
> http://www.ee.ucla.edu/~vandenbe/cvxopt/ will work for the OP -- I have
> not tried it.
>
> The site http://www.solver.com/probconic.htm calls the problem "conic
> optimization".
>
> sci.math.num-analysis.