Q: Linear constrained quadratic programming code in python?

Laura Creighton lac at strakt.com
Fri Jan 24 09:03:19 EST 2003


> Dredging the brain here - Algebraic Riccatti Equation?
> 
> Anyway, try MatPy or SciPy. It might be there.
> 
> Claudius Schnörr <schnoerr at mailzone.com> wrote in message news:<3E306DEF.10000
> 04 at mailzone.com>...
> > Hello,
> > 
> > I'm looking for optimization code in python for a problem like this:
> > 
> > min( 0.5 x^T Q x + p^T x )
> > 
> > subject to
> > 
> > a_i^T x <= b_i, i \in I   (inequality constraints)
> > a_i^T x = b_i, i \in E    (equality constraints)
> > 
> > c_i <= x <= c_s
> > 
> > where
> > 
> > Q may be a positive definite Matrix,
> > a_i, b_i are vectors,
> > c_i and c_s are bounding vectors,
> > and x is the vector to minimize the problem.
> > 
> > Has anybody code for this in python?
> > 
> > Please send also a copy to
> > 
> >      schnoerr at mailzone.com
> > 
> > Thank you very much in advance,
> > 
> > Claudius
> -- 
> http://mail.python.org/mailman/listinfo/python-list

I think that the logilabs constraint package, written in Python does
this already, but I am not certain.  You can read about it, and download the
code here: http://www.logilab.org/python-logic/

Laura Creighton





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