Quadratic Programming with a large number of variables using CVXOPT
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 !!!
By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.
