Quadratic Optimization Problem

[amitsoni.1984 at gmail.com]

thanks, I was actually looking for a package only in python to do this
which can solve it directly. Since my problem is a nonlinear convex
optimization problem, there are a number of algorithms to get it
solved.
I will try using CVXOPT package.

Beliavsky wrote:
> Stefan Behnel wrote:
> > amitsoni.1984 at gmail.com wrote:
> > > I need to do a quadratic optimization problem in python where the
> > > constraints are quadratic and objective function is linear.
> > >
> > > What are the possible choices to do this.
> >
> > Too bad these homework assignments get trickier every time, isn't it?
>
> I think this sarcasm is unjustified. It is not obvious to me that this
> is a homework assignment.
>
> The problem where constraints are linear and the objective function is
> linear (quadratic) is known as linear (quadratic) programming, and
> there are specialized codes for these problems. I don't know of
> software in any language for the particular problem of a linear
> objective function with quadratic constraints, so I would use a general
> algorithm for nonlinearly constrained optimization. Maybe CVXOPT
> http://www.ee.ucla.edu/~vandenbe/cvxopt/ will work for the OP -- I have
> not tried it.
>
> The site http://www.solver.com/probconic.htm calls the problem "conic
> optimization".
>
> A good newsgroup to ask about optimization algorithms is
> sci.math.num-analysis.