439,957 Members | 2,038 Online Need help? Post your question and get tips & solutions from a community of 439,957 IT Pros & Developers. It's quick & easy.

 P: n/a 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 Nov 21 '06 #1
3 Replies

 P: n/a 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? Stefan Nov 22 '06 #2

 P: n/a 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. Nov 22 '06 #3

 P: n/a 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: 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. Nov 22 '06 #4

### This discussion thread is closed

Replies have been disabled for this discussion. 