Stefan Behnel wrote:
am***********@gmail.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.