Quadratic Optimization Problem

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  • amitsoni.1984@gmail.com
    #1

    Quadratic Optimization Problem

    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

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    • Stefan Behnel
      #2
      Re: Quadratic Optimization Problem

      amitsoni.1984@g mail.com 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

        Comment

        • Beliavsky
          #3
          Re: Quadratic Optimization Problem

          Stefan Behnel wrote:
          amitsoni.1984@g mail.com 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
          linear (quadratic) is known as linear (quadratic) programming, and
          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".

          A good newsgroup to ask about optimization algorithms is
          sci.math.num-analysis.

            Comment

            • amitsoni.1984@gmail.com
              #4
              Re: Quadratic Optimization Problem

              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:
              amitsoni.1984@g mail.com 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
              linear (quadratic) is known as linear (quadratic) programming, and
              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".
              >
              A good newsgroup to ask about optimization algorithms is
              sci.math.num-analysis.

                Comment

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