Normally I have been using GNU Octave to solve quadratic programming problems. I solve problems like x = 1/2x'Qx + c'x With subject to A*x <= b lb <= x <= ub Where lb and ub are low...

I am in the process of translating some MATLAB code into Python. There is one line that is giving me a bit of trouble: [q,f_dummy,exitflag, output] = quadprog(H,f,-A,zeros(p*N,1),E,qm,[],[],q0,opt...

I'm trying to use the CVXOPT qp solver to compute the Lagrange Multipliers for a Support Vector Machine def svm(X, Y, c): m = len(X) P = matrix(np.dot(Y, Y.T) * np.dot(X, X.T)) q = matrix(np.on...

I would like to calculate a quadratic form: x' Q y in Julia. What would be the most efficient way to calculate this for the cases: No assumption. Q is symmetric. x and y are the same (x = y). Both...

I am using CVXPY (version 1.0) to solve a quadratic program (QP) and I often get this exception: SolverError: Solver 'xxx' failed. Try another solver. which makes my program really fragile. I...

I am trying to perform linear regression, for a model like this: Y = aX1 + bX2 + c So, Y ~ X1 + X2 Suppose I have the following response vector: set.seed(1) Y <- runif(100, -1.0, 1.0) And...

Say I want to find argmax(x,y,z) -1/2(20x^2+32xy +16y^2)+2x+2y. subject to: x>=0, y>=0,z>=0 and -x-y+z =0. I know the partial derivatives being set to 0 is : -20x-16y+2=0 and -16x-16y+2 =0 so w...

I have a 151-by-151 matrix A. It's a correlation matrix, so there are 1s on the main diagonal and repeated values above and below the main diagonal. Each row/column represents a person. For a give...

I have an optimization problem that has in the objective function 2 multiplied variables, making the model quadratic. I am currently using zimpl, to parse the model, and glpk to solve it. As they ...