Quadratic Programming with a large number of variables using CVXOPT

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Quadratic 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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