cvxopt.solvers.qp()

Python/Library

Lazyer 2017. 9. 12. 01:32

cvxopt.solvers.qp()

- Purpose

2차 프로그램(quadratic program) 에 대한 인터페이스 제공

- Function

- Ex

1. reshape function to

(make matrix P , q)

2. Inequality Constraint

(make matrix G, h)

3. Equality constraint

(make matrix A, b)

4. python

import numpy from cvxopt

import matrix

P = matrix(numpy.diag([1,0]), tc=’d’)

q = matrix(numpy.array([3,4]), tc=’d’)

G = matrix(numpy.array([[-1,0],[0,-1],[-1,-3],[2,5],[3,4]]), tc=’d’)

h = matrix(numpy.array([0,0,-15,100,80]), tc=’d’)

from cvxopt import solvers

sol = solvers.qp(P,q,G,h)

* cvxopt는 별도의 행렬함수를 지원하므로 cvxopt.matrix 사용. (numpy matrix convert 가능)

* 부등호, 등호 제약조건 생략가능

* 참고