Quadratic Programming with a large number of variables using CVXOPT
Multi tool use
Clash Royale CLAN TAG#URR8PPPQuadratic Programming with a large number of variables using CVXOPT
I am new to CVXOPT. I have tried out the example quadratic program (with 2 variables) in CVXOPT documentation, and I am able to understand it. Now I need to solve a quadratic programming problem with a large number of variables (eg: 100 variables). How can I do this using CVXOPT?
The problem that I want to solve is shown below.
Minimize
Σ [ d(t) + x(t) ]² ; t=1, ....., 100
such that,
0 <= x(t) <= 10
Σ x(t) = 2000
Here, d(t) is known for t=(1, ...,100).
d(t)
x(t) for t=(1, ...,100) are the decision variables.
x(t)
Cheers !!!
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